Tethering is a feature of mobile phones that allows them to connect to a computer as a modem. This means that you can use the mobile broadband network of your wireless carrier to access the Internet from a computer. If you have tethering support available from your carrier, you will be able to tether your phone directly to your Windows XP-based system through Apple's iTunes application for Windows.
Install the latest version of iTunes on your computer. You may download it free of charge from the Apple website.
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Ensure you have a data access plan on your carrier. If you pay per-kilobyte or per-megabyte access charges, you can easily run your wireless bill up hundreds or thousands of dollars.
Check to ensure you have enabled tethering on your iPhone. This will not be possible if your carrier does not support the feature. Tap "Settings," then "General," then "Network," then "Internet Tethering" from your iPhone's main screen. Slide the "Off" button to the left to turn it to the "On" position to activate tethering on the device. If the "Internet Tethering" feature is not listed, you will need to contact your carrier's support department to determine if they support tethering.
Connect your iPhone to your Windows XP computer's USB slot using your USB cable.
Wait as Windows XP installs the iPhone as an Ethernet device. It will automatically detect the connection.
Watch the screen of your iPhone. When it reads "Internet Tethering ON" you will be able to browse the Internet through your tethered iPhone.