Here are links to two tutorials on BlackBerry tethering,
one using a USB cord and
one via Bluetooth.
You'll need to know the correct APN settings for your carrier and a user name and password, though, so you may want to search "O2" and "APN" or something. You many also have to pay extra for the ability to tether.
I use my T-Mo 8320 as a tethered modem all the time, and it's free and you don't need a user name or password, but that's not the case with all carriers.
AZA