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...