With iPhone OS 3 (only available to developers at the moment) you can tether your phone to a laptop and access the internet via 3G! This is all legal and above board. For O2 Pay and Go (or PAYG) users based in UK, you just need a file called o2_uk.ipcc. Download it, then email it to yourself and open the attachment with your iPhone. Restart and go to settings, general, network, and enable internet tethering. When you connect to your laptop via usb it should detect a new network device!