Ok I just found this and it works really well. This is the step by step process to do this.
Step 1. Go to cydia.
Step 2. Manage> Sources> Edit> Add. Add this.
Index of / Click on add source
Step 3. Click save, then let is get the package and save it.
Step 4. Once it has done that, Click on that source, and scroll down about half way and you will find TWO packages. ONE IS FOR THE 3G AND THE OTHER IS FOR THE 3GS. BE CAREFUL!!!!! Install the package. and your phone will reboot. after this. Go to setting> General> network> and there you go. Just like it was. This is free and should work just the same on the 3gs as the 3g. I hope this helps people out who don't want to pay for MyWi.
Here is the page that I got all the info for it.
Tether iPhone 3g 3.1.2 for FREE!