How to use iphone to surf the internet?

( taken from Apple website)
iPhone requirements
Internet tethering requires one of the following iPhone models:

• iPhone 3G
• iPhone 3GS
• iPhone 4

Note: Tethering is not available on the original iPhone.

Apple recommends using the latest version of iOS. AT&T tethering requires iOS 4 or later.

 
Computer requirements

For Internet tethering using a USB port, you need
A Mac OS X computer running Mac OS X 10.5.8 or later or a computer running Windows XP Service Pack 3 or later, Windows Vista, or Windows 7, and a USB 2.0 port.
iTunes 9.2 or later downloaded and installed on your computer.
Note: if you downloaded iTunes 9.2 using a web browser, you may still need to install it. See this article if you experience an issue installing iTunes.
An Apple iPhone USB cable (included with iPhone 3G and iPhone 3GS).

For Internet tethering using a Bluetooth port, you need:
A computer running Mac OS X 10.4.11 or later (Mac OS X 10.5.8 recommended) with Bluetooth 2.0 or a computer running Windows XP Service Pack 3 or later, Windows Vista, or Windows 7 with Bluetooth 2.0.
To turn on Bluetooth on your iPhone and your computer.
iPhone must be paired to your computer.

Additional Information

Tap Settings > General > Network> Internet Tethering to confirm that your carrier supports Internet tethering. If you don't see this option, and your carrier supports Internet tethering, connect iPhone to iTunes to install a carrier settings update in iTunes. If you don't see a carrier settings update, your carrier may not support Internet tethering. Contact your carrier for additional information.