No iTunes for me, I never use the software, I find it to be bloated and intrusive on my computers. I heard about Internet Tethering on the iPhone without needing to jailbreak nor install iTunes. Here is how you do it.

First off; download and install this driver set. This is all the iPhone drivers that normally come with iTunes just without the bloated software itself.

AppleMobileDeviceSupport.msi

After you have that installed, Go ahead and reboot your computer and grab your iPhone.

Open Safari on your iPhone and browse over to http://help.benm.at/

Download and install Mobileconfigs onto your iphone.

Follow the onscreen options to pick your country and provider (USA and ATT in my case).

Once you have finished with that and the install on your phone has completed.

Go into your Phones Settings->General->Network. You should see Internet Tethering as an option, Click on it, Should look like this.

Click On!

You can either pair your computer with Bluetooth or choose USB. Either way once you connect your iPhone to your PC it will install a few drivers and install a new Network Connection called Apple Mobile Device Ethernet.

It may take a while to connect but that’s it, you’re done! Enjoy free tethering on your iphone, No itunes, No jailbreak, No problem!