If you use your iphone to browse to help.benm.at you will find mobileconfig downloads that will allow you to change your phones settings giving you both Tethering and MMS.
You can view the site Iphone Help.benm.at
Scroll down help.benm.at and click the download mobileconfig

There are preset setting for the most known carriers such as Tmobile, Att etc.

Once you find your carrier there will be an install button on the top right of your screen.
(This picture is in a different language - istallieren would be install in english)

After this you would simply go to settings, general, network and turn on your tethering option. Once you plug your iphone into your computer it will automatically be detected and begin tethering. MMS, just go to messages in the settings menu and there will be an option now to enable MMS.