Easily Share iPhone 3G Internet Connection With Windows XP and Your PS3

This article will allow you to use your computer and/or Play Station 3 without any Internet connection but your iPhone's 3G data network.

Steps

Disconnect all Ethernet connections from the computer.
Connect the iPhone to the computer using the iPhone's USB cable. Tap Settings > General > Network on the iPhone home screen.
Select Internet tethering and turn it on.
On the computer, go to the Network Settings. Disable all active connections except for the new iPhone connection.
On the iPhone, select connect via USB when prompted.
Connect your PS3 to your computer with an Ethernet cable.
Return to Network Connections on your computer. Highlight both your iPhone connection and LAN connection.
Right click on a connection and select "bridge connection."
Turn on your PS3 and go to its network settings. Select Internet settings and select the easy setup choice, then follow the prompts and save settings. If this does not work try the custom setting method and keep hitting X until you get to the test settings screen. You should now be fully connected.

Tethering devices to an iPhone 3G can use a significant amount of the data on your cell phone plan.