One of the new features in iPhone OS 3.0 is the internet tethering that allow you to share 3G network to your computer through bluetooth or USB cable. However, the function may be disable per carrier setting. For example, currently AT&T in US disallows internet tethering. However we can re-enable it by installing a customized network configuration file to your iPhone. The trick don't need your iPhone to be jailbreak. You must need to do some steps in the Mobile Safari of your iPhone.

One of the hidden features in iPhone OS 3.0 is 3G tethering that allows you to share your 3G connection to your PC through USB cable or bluetooth. The feature is hidden by default, and gizmodo have an instruction on how to enable it. The procedure is to customize the carrier bundle of your carrier and no jailbreak is needed.

http://i.gizmodo.com/5175391/how-to-enable-3g-tethering-in-your-iphone-3...