I had PDAnet when my iPhone was jailbroken, and it was VERY easy to use on my MacBook. When I installed the latest firmware update, I had to un-jailbreak my phone, so I don't have it anymore, unfortunately.
It's currently against the AT&T terms of service (I'm not sure about your carrier, but I assume it to be too). But they shouldn't find out, unless you use crazy amounts of data.