I own a HTC Desire S with Orange UK as my service provider, and it infuriates me that tethering is disabled by default. They have no explanation for this other than it’s procedure. After a little searching and prodding I managed to figure out how to get it working. He’s how I did it, and I hope you find this useful.
Go into your phones Settings and click “Wireless & network”
… and click “Mobile networks”
Click “Acces Point Names”
Click “Customer Broadband”
Change APN from “customerbroadband” to “orangeinternet”
Set the Username to “Orange” (remember the capital letter)
Set the Password to “Multimedia” (again, remember the capital letter)