Tethering your iPhone for free used to simply require jailbreaking your phone and installing PDAnet, but JuneCloud got wise and has since have since started charging $30 per year for the software.
But don't fret, Gizmodo reports that there are at least two free options for tethering. One is iPhoneModem.de the other is iPhoneModem ($10 gets rid of the nags). The piece notes that there's a third option called 3proxy but that it requires lots of manual configuration.
How do you tether?