When I first looked into this functionality when I got my Droid back in December, all the apps I found required you to root the phone, but I was curious so checked Android Market to see if there had been any new tethering apps developed. And there has!
Downloaded PdaNet from Android Market to my Droid and installed the computer-side setup from the app developer's website on my VAIO laptop. Ran the setup on my laptop, plugged in phone to laptop using the USB cord, turned on the app, and it works! No rooting required. I’ve turned off my laptop’s wireless and am posting this using my Droid’s 3G connection. Have already done some trial surfing too. Very cool!
PdaNet can also tether via Bluetooth, although I haven’t tried that yet. And there’s a version for Mac O/S as well as Windows and also ones for the iPhone, Blackberry, and Palm O/S.
The free version blocks secure websites after a 14-day trial period (the license is $18.95, on sale from 23.95), but even after the trial, you can still use the free version to access non-secure sites.
Sweet! I can get Internet access on my laptop anywhere I can get 3G now.