How can use iPhone personal hotspot over USB (Windows)?
The iPhone 3GS can be tethered to a Windows computer using Bluetooth or USB. If your computer doesn't have Bluetooth, then setting up the USB connection is your only option.
To tether the iPhone 3GS or any other model iPhone via USB, you must install Apple iTunes (free download) on the Windows computer first. Without iTunes USB tethering won't work.
Newer model iPhones are capable of making a personal hotspot with a Wi-Fi connection, which does not require that iTunes be installed on the Windows computer.