Remember this only work for IPhone 3.0 OS ...They are working on having this working for 3.1.
It looks that there is not way to resolve it since the mobiconfigs need to be signed. The only way available is jailbreaking the Iphone.
No need to worry now, tethering works in 3.1.2 also its been tested by me. if you get any problem then you can reply me i will explain you everything step by step.It even works in jail broken phones.configuration management
It would be nice if you can post the solution for no jail broken phones...I have tried the mobileconfigs and they are still not working..