Tried it a couple of times with a Nikon and a laptop and never had any problems. But I know people who have and it's usually down to the computer RAM - You need a lot to make it work. You need a good USB or Firewire cable. You also need to set the camera menu to PTP not Mass Storage. Here are a couple of links I found that may help
LINK and
LINK Also if you go to Fred Miranda
LINK and search on his site he has some specific bits on tethered shooting. Hope this helps.