First go to "help.benm.at/" in safari and click on mobileconfigs, choose your country, choose your carrier and click on install. Now after that you have to reboot your iPhone. Now go to your settings, general, network and click on Internet tethering and turn it on. Now it will ask you to connect via USB or via Bluetooth, choose whatever you want. Now turn the airport option off in your mac and go to preferences, networks and now there you can see the connection between your iPhone and the computer and you are done. Now you can connect the Internet in your computer.
Oh... and if you're working from home these days, be sure to check out Gadget Hacks' Working-From-Home Essentials.