You have a couple of options. If you want to transfer directly to the device, Streets&Trips doesn't really know how to do that by itself so it uses the necessary functions from a Microsoft server on the internet. That's why you need an internet connection for the direct transfer.
The other option is to save the route to a GPX file and put the file in the GPX folder on your SD card using a card reader.
I can't recall if there's a third option.
EDIT: If you scroll to the bottom of this page and look at the list of related discussions you should see another discussion that deals with this issue. I think it may have some good answers in it with details.
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