I wish the itunes store would carry a legit version of a tethered internet access ap for the iphone!
Jailbreak that thing!!! The dark side is calling you... It takes about 10 mins and it's totally reversible no harm to the phone. Heck I screwed mine up twice and resetting it back is no problem..
http://www.theiphoneblog.com/2008/11/22/iphone-22-jailbreak-update-quickpwn-pwnagetool/
Just click it and look around, don't cost anything....