Use personal hotspot.
Use the following steps to set up Personal Hotspot:
- Tap Settings > General > Network:

- Tap Personal Hotspot and turn it on:
Note: If you see "Set Up Personal Hotspot", your wireless plan is not configured for this feature. Contact your wireless carrier for assistance.
- Choose whether to enable Bluetooth or Wi-Fi and USB (Wi-Fi requires iPhone 4 or later).

After configuring Personal Hotspot, you can directly access the settings from Settings > Personal Hotspot.
Note: In some instances you may need to reenable Personal Hotspot after restarting your phone
For more information on personal hotspot copy&paste this link:
http://support.apple.com/kb/HT4517