A little more info please?
Can you let us know what you have done so far? Did you follow instructions from the PDANet website? Did you install the required PDANet software on your Mac.
PDANet's website says it supports Mac OS X 10.5 and above, but it doesn't work on the older PowerBook models.
I have Mac OS X 10.6.8, you may have an OS update waiting. Are you using a MacBook Air, or do you have an older MacBook? Mine is from 2004 and it has a 2.4 gHz Intel Core 2 Duo.
1. With debugging enabled, when you plug your phone into your computer, you should get a USB connection symbol in your notification bar on your phone, this is where you can select which USB mode you want to use. Are you getting this at all?
2. When you are in the correct mode with USB Debugging enable in settings, you will see an icon that looks like a ladybug. This means your phone is ready to tether.
3. If you have PDANet software installed and running on your Mac you should see an icon on your menu bar that shows if your phone is connected by USB Debugging. You can choose different USB Modes on your phone until you see the red x go away.
4. You can now open PdaNet on your phone and click enable USB tethering.
5. Click on the PdaNet icon on your Mac and click connect. You should see a little globe icon show up on your Mac PdaNet icon. If you don't have any other internet connections active you should now be using your 3G/4G internet on your Mac.
PdaNet Desktop for Mac
Hope this gets you headed the right direction.