AFAIK..using tethering is only works on wifi not thru data cable..
Ehem..
"Tethering" is the use of your cell phone -- or other Internet-enabled mobile device -- as a modem for another device, usually a notebook or PDA. The connection is made either with a cable (USB or serial) or wirelessly through bluetooth or Wi-Fi (or, in the good old days, via infrared or IrDA).
Source: What Is Tethering?