You can enable native internet tethering on iPhone 3G/3Gs. To do this you need a jailbroken device. So go to Cydia sources and add the SinfuliPhonerepo.com. Now go to it and find the "Enable Tethering for 3G or 3Gs" and install it. Now go to the settings, General, Network and then go to Internet Tethering and turn it on. It will ask you to use Bluetooth or USB, go for the Bluetooth and connect it to you computer. You might have problems to connect it so turn on and off, reboot etc. to connect it but you have to paired it first.
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