Can I tether my iPhone to my PC?

UPDATE: Internet tethering on the iPhone 3GS and iPhone 4 is called the Personal Hotspot. The feature must be activated with your carrier at an additional monthly cost. An iPhone 4 or iPhone 3GS can share their cellular data connections with other devices via Bluetooth or USB. The iPhone 4 is also capable of creating a Wi-Fi hotspot for other devices to connect.