The story is far too short to guess what it is. My guess is the usual firewalls in vista or added on later. http://support.apple.com/kb/HT3574 hints we can use bluetooth so I'd try that next.
Bob
I have an iphone 4. I am supposed to be able to tether to the internet using the iphone as an external modem...connecting with a usb cable. However, my laptop / Windows Vista this isn't working. So, I downloaded itunes on my desktop / Windows XP, within seconds the tethering worked like a charm....please any suggestions. Apple cant' help, AT&T can't help, Microsoft very expensive.

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