If you've already set up Internet Tethering, go to:
Tethering with USB:
- Settings
- General
- Network
- Internet Tethering
Tethering with WiFi Personal Hotspot (Only available on iOS4 and above):
To tether via WiFi Personal Hot spot on iOS 4 and above:
- Settings
- Personal Hotspot
Slide the Internet Tethering switch across to 'off'. If you do not switch this 'off', every time you connect to your Desktop/Laptop via USB or within Bluetooth range it will automatically tether to your iPhone to the internet without any prompts.