Yes. You must tether your phone to your computer.
You will find the option to create a "portable WiFi hotspot". This will be in the options, under "wireless connections" "internet" or "tethering" (it depends on what version of android you have). Once you have turned on the hotspot (you can use the default name and no password, or press "settings" to configure it), you connect to your phone from your PC as you would to any other hotspot.
EDIT: If your phone cannot make a hotspot (it seems the
HTC Hero cannot) you have two options:
1) if your phone is rooted, install WiFiTether (code.google.com/p/android-wifi-tether/)
2) if you are running Windows Vista/7, install Connectify (
connectify.me) to turn your PC into a hotspot, and then connect to it with your phone. You will find the phone's IP in Connectify's list of connected clients.
Once you're connected, make sure to set your firewall to allow connections to and from other computers in the network (I don't know how to use your firewall, but if you're running Windows Vista or 7, make sure to set it as a "home" network).
And you're done. Your phone's IP address can be found by going to "network connections" (in network & sharing centre in Vista & 7) and looking at the status of the WiFi adaptor. It will be the IP address labelled "default gateway".