Setup my iphone to my laptop

How can i setup my iphone for the 3G network with my laptop or how can i use it to connect?

If I understand well, the problem is AT&T or more precisely the agreement btw AT&T and Apple; not the iPhone itself.
I live in South Africa and have bought my iPhone without any linked contract/plan and the iPhone is unlocked (I can chose my carrier). You can reply "why are you complaining? Lucky you!". The true is that I had to pay roughly $800 for the iPhone without any data included!
So if it's really a problem with AT&T... I think it's unfair for people like me who have paid a huge amount to enjoy freely the iPhone!
As you know (or don't) all iTune stores don't offer the same app. You have access to softwares that I'm not allowed to download just because living in Belgium and South Africa, I have to go through the Belgian store (my credit card is a Belgian one).
Can anybody tell me why Apple does not release tethering country by country, type of contract by type of contract if it's really an AT&T problem? Down here, with an HTC, you are allowed to tether - not that I want to go Windows, I'm not creasy ... What is the difference with buying a usb stick except that I will have to pay a bit less than $200 (the price over here) to get one (that money is even not for the carrier!)
Thanks

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