Ok so I've ran into two bugs. The first is that if you try to tether your phone through the Network Settings in System Settings, it'll force close. This is easy to bypass with one of the apps from the Market. Another is, if you reboot the phone with the USB connected, you can't mount the SD to a computer without unplugging the USB and hooking it back it. Again, not a biggie and hopefully It'll be fixed soon.

If you have problems tethering, install this. USB Tether

Edit: Use Rom Manager to fix your permissions then the native tether should work.