Mobile Broadband Connect

You can tether your Android device to your computer with a USB cable, to share your device's Internet connection with your computer

If your device has an SD card or USB storage, you can't mount it on your computer when USB tethered

For more information, including using Mobile Broadband Connect with other OSs, see http://www.android.com/tether#usb

Bluetooth tethering

You can tether your Android device to your computer via a Bluetooth connection, to share your device's Internet connection with your computer

Bluetooth tethering works with any computer or other device that can obtain an Internet connection via Bluetooth