The mogul doesn't have DUN Bluetooth support so it is a pain to use your phone as a modem. The solution I used was setting up my Mogul as a wireless access point:

http://forum.xda-developers.com/showthread.php?t=341398

This thread has pretty clear instructions for setting up your Mogul as a wireless access point. You will also note that it is cracked for several other models and has instructions for cracking your phone if a hacked version of intshare.dll is not available:

For which WiFi radios have you included a hacked version of intshare.dll?

TIACXWLN1
-Artemis / HTC P3300
-Pocket Loox 718/720
-Hermes / HTC TyTN / XDA trion / MDA Vario II / VPA Compact III / SPV M3100 / Dopod CHT 9000 / Dopod 838 Pro
-Athena / x7500

TNETW12511
-HTC Titan / Sprint Mogul / Verizon XV6800 / P4000
-HTC TyTN II / Kaiser / AT&T Tilt / 8925 / P4550
-Elf / HTC Touch
-HTC Vox

TNETWLN1
-Universal / Qtek 4040 / XDA-IV / SPV M5000 / MDA-IV / i-mate 2005
-HTC Wizard / Qtek 9100 / i-mate K-JAM / MDA Vario / O2 XDA Mini S / SPV M3000 / Cingular 8125 / T-Mobile MDA / Dopod 838 / VPA compact II

WLAN11g1
-Terralogic Toughnote DA05-M Ruggedised PDA

SWLD25SP1
-E-ten Glofiish X500
-Samsung SGH-i600

GSPI86861
-Sharp EM-ONE

CheetahSDN1
-O2 XDA Flame

CF8385PN1
-O2 Atom LIFE

Good Luck. I found this easier than the bluetooth DUN workaround which is partially explained in these forums. Frankly, the explanation is not very clear, to me anyway, and I found this solution to be more useful.