In order not to be without internet on a train journey from Nuremberg to Berlin, but still not to provide WiFi to the whole ICE car (with the normal tethering option a wlan is created), I looked around for cheap variants that allow USB tethering under MacOS X. The variant with the Android SDK and Azilink was a bit too complicated for me, so as an app alternative "EasyTether"...I had to use.
There is only little to consider: first the Download drivers (also works with Windows and Ubuntu Linux) and install the app on the mobile phone (in my case a ZTE blade). In addition, "USB debugging" must be activated on the Android phone under "Settings" -> "Applications" -> "Development". If the driver is then installed under Mac OS X, a new network interface should be found automatically. This can be used to access the Internet via the phone - which worked great at home (a test "On-the-Road" is still pending).
There are two versions of EasyTether: a paid and a free Lite version. The difference: in the Lite version, UDP connections as well as HTTPS are blocked after a certain period of time - the paid version does not have this restriction. For normal surfing, however, the free version is also sufficient.