Internet tethering need extra charge?

Dad passed to me his 1-week-old iPhone 3G and he is waiting his booking for new iPhone 3GS. Now I'm learning how to use this new phone that doesn't function just like the ordinary hp. The biggest problem now is the internet tethering or how to share the internet connection between iPhone and PC. Thus I'm in trouble now. Seaching over the internet for the solution, I saw discussion on this topic has been an old problem. Some say that using internet tethering will cause user to pay extra charge due to non-agreement between Apple and the operating service. Thus, some of them suggest a way that seems work that is to crack the connection. Means I need to download some software so called PDAs orXXx which I have forgot it now. Does things have to be so complicated just to let me online?