When I use my phone as a hotspot I can no longer connect to the Internet on it

Hi, when I use my phone as a personal hotspot I can no longer use the Internet on it. I know some friends that whilst their phone is set up as a hotspot they can still use the Internet on it, how can I get mine so I can still use the Internet whilst set up as a hotspot? I'm using the 4s on 3mobile and tethering with my 1st generation iPad!

It shows a connection. When using wifi n USB. I don't know how to connect using Bluetooth seeing what it says to do is totally different from my computer.
I do have a connection but I can only connect to some sites, I tried YouTube n nfl.com n they both worked but google, hotmail n Facebook said couldn't connect.
I tried using safari on my computer n like explorer I could only connect to a few different websites.

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