Well I've the same phone & to tell you there are lotsa things you can do with the help of the cable.Install themes,games,tones.
About surfing,although I've found its modem driver I've never tried it yet.I got my cable for around 300 bucks,gray market ofcourse.
Yeah you can transfer images from the pc to the phone not the other way around.
Games too are fun.Currently have Tony Hawks Pro skater installed all courtesy the data cable.
Although mophun games are scarce but its better to have atleast something.