You need to activate the Hotspot feature of the iPhone 4 through your carrier. After that you can tether the phone through Wi-Fi or bluetooth. Thought he bluetooth option was kind of tricky to get paired. I just did it over and over until it worked.
But the Hotspot and bluetooth tethering options will not even appear in you settings until you've activated the feature. It costs $20 in the US. I don't know what the cost and plans are over there.