GSM Tethering is the term for using your phones GPRS connection to connect your PC/Laptop to the internet. The following procedure was tested on an 8125 using the Cingular Wap APN with the Unlimited MEdiaNet Plan . Cingular may charge you for excessive data use so please be aware of the consequence of abuse (high data use). Check your plan for allowed services.
1.The 8125 modem drivers are on the CD that came with your phone. Place the 8125 CD in your CD Drive.
2.Uncheck USB connection in ActiveSync (if used) so the PC will install the modem drivers when the phone is connected in step 4 below.
3.Before connecting the phone to the PC go to Program>ModemLink Select USB Connection
4.Connect the phone to the PC via USB (the first time your PC will ask for drivers, select browse and find your 8125 CD. The drivers are on the main part of the CD. Proceed with the install.
5.Open the PC Network Connections, Choose Create New Connection> Select>Internet> Select Dialup Modem> Name Your Connection (Cingular or something)
6.Enter the dial number *99#
7.Enter User Name: WAP@CINGULARGPRS.COM (all caps) if your APN is not WAP just change the username accordingly. (isdn, etc.) Check your Phones Network settings if wap doesn't work) Password the same for all.
8.Enter Password: CINGULAR1 (all caps)
9.Click Properties and be sure your Phone is the selected modem. If not make sure it is checked and move it to the top of the list. Go back to first screen
10.Click Dial
11.It should connect.

This information is easily available on other sites and the Cingular Forums where I found the most information. You can also set this up as a BT connection as well. I like USB because it is faster and charges the battery during use.