If you see Internet sharing under Mobile data network then paste in your data APN here. If Internet sharing is not available, you can carry out the following steps:
- Check that you are using iOS 5.1 or newer
- Connect your iPhone to the computer, start iTunes
- When the question about new operator settings appears, press OK
- Internet sharing should now be available under Mobile data network
You may need to restart the telephone in order to activate the settings.
Do you not know your APN? Under How do I activate my surf package and MMS there is a description of how to find it.