When I had my iPhone 3G there was a version of PDANet available for it, did you look for one? If not, your other choice is to jailbreak to get USB and wireless tethering.
When your able to jailbreak, can use Mywi
Be careful, to my knowledge, Jailbreak hasn't been released for the most current software version we are on.
MyWi is working but throwing phone into safemode on the Verizon Iphone. I'm sure this is just a bug they have to work out. Emailed support.