I just dumped my IPhone for an EVO. I wanted it to tether my laptop. I know i can tether using IPhone if I jailbroke it. Why tether on AT&T’s awful network.
So I wrote a simple script for the EVO (should work on most androup 2.x phones also)
The first thing you want to is enable usb debugging mode on your phone
Settings -> Applications -> Development -> USB Debugging
Now you can download the following file as root
http://zcentric.com/tether.sh
Then run it
sh tether.sh
Then on your phone run the azilink application and start the service. Then you can run
service android-tether start
You should be all nice an tethered to your phone using your USB cable.