Connecting to the Internet using your iPhone is called Internet Tethering. Just six touches and you're connected. Go to Settings then select General. At General, select Network then Internet Tethering. If you're provider doesn't provide this service, it will not appear in the Network Options.
Set to On the Internet Tethering then choose if you want to connect by USB or Wifi. Make sure to plug the USB cord before selecting the USB option. Your computer will automatically detect the connection and will install the connection settings.
As easy as that, you can connect to the Internet. Just a friendly reminder, only use this service if you have an unlimited data plan or else you will pay a lot.
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