Tethering doesn't allow download of updates to the iphone itself??

I purchased the iphone4 and tethering to replace my land line phone and the internet access that I previously paid for. I have twice tried to download updates to the iphone itself only to have the iphone lock up. I then had to go to a place with wifi with my computer to restore the iphone4 and download the update to the iphone.
Has anyone else had this issue? I had hoped that the iphone4 could be my only source of internet access but maybe that is not possible. Page 24 of the user's manual states that the iphone with tethering allows the iphone to be the modem for your computer. This doesn't work with downloads to the iphone?

iPhone firmware updates are not downloaded by or to the iPhone. Firmware updates are downloaded by your computer and installed on your iPhone with iTunes only.
Tethering should allow for downloading a firmware update with iTunes on your computer and installing the update on your iPhone which is probably not possible with tethering active.

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