tether is easy as cake.. you simply turn it on, plug in the usb..and the computer recognizes it as an internet network. at least it was that way when i was beta testing 3.0 and tried it.
some people can get mms going but doesnt last more than a couple pics sent/recieved..some have luck and it stays on longer.. until they allow it thru att, its just a crap shoot.
anyway, most common way to get it going has been this stuff:
make sure your on a regular txt plan, not the iphone plan.
take your sim out, put it in another att phone that can MMS and access medianet. turn the phone on, try sending a couple MMS, try accessing media net.. this might take a couple restarts on the other phone. after you can send MMS and access medianet completely with that phone, swap the sim back and you should be going on the iphone. But like i said, after a couple mms sent, this usually gets caught and blocked again.