How to enable internet tethering (phone as modem) for iPhone 3GS on Australia's Three network

Go Here:

http://andrew.harrison.org/notes/3-tethering-and-mms/using-your-iphone-on-3/

Follow the instructions in section 3 - "Enable tethering and MMS".

I've done this and it works beautifully on a Windows machine.

Then:

Pair your iphone with windows in:
Start -> Control Panel -> Bluetooth devices.

Once it has been paired, you can connect to the internet simply by going to:
Start -> Connect to -> Bluetooth network connection

The iphone will appear in here as an access point.