Can't use my iPhone 4s as a modem/3G from iPad2

Hello, i recently bought an iPhone 4S White 32GB model MC921LL Modem firmware 1.0.14 and I can't use it as a modem(tethering). Please does any one know what should i do? Yes, i've already tried resetting network settings. And also i bought an iPad2 64GB White 3G/Wi-Fi model MC994LL, but when i try to use its 3G connection it says "PDPauthentication failure". The thing is that at left top corner the 3G sign is there. Please HELP!!!

Both the iPad and iPhone are on iOS 5.0.1