IPhone4
From Droam Prepaid SIM Encyclopedia
Open your Safari Browser with your iPhone 4, go to help.benm.at , go to the very bottom and click on Tethering. If your Country isn’t listed, go all the down to the bottom and create a custom APN and set your APN Settings there and click on Download. That’s it!
Below is the old way incase you need an alternative:
1. mac version: http://support.apple.com/kb/DL851 windows version: http://support.apple.com/kb/DL926
2. Open the iPhone Configuration Program, for Mac Version, it should be in Utilities Folder.
3. Google your Carriers APN settings or ask a non-iPhone user, normally SonyEricsson phones has this stated in its conf-settings