iPhone Internet Tethering settings.
For newer iPhones it should there already under: Settings->General->Network->Internet Tethering.
If it's not there then go to this link: http://help.benm.at/help.php (on your iphone).
Select on mobileconfigs which goes to here: http://help.benm.at/tethering.php
Select Australia (or whatever country you are in) which goes here: http://help.benm.at/au.php
Pick your provider.