How to use a Blackberry or iPhone as a Modem

It is right here

http://www.blackberryforums.com/blackberry-guides/2019-user-howto-use-blackberry-modem-laptop.html

For the iPhone, go here

http://dragonforged.com/blog/2007/09/tethering-the-iphone-for-os-x.html#more

With the 3G Iphone, things will probably be different.