My MacBook Pro won't connect to my iPhone as a network?

I have I been trying to use my MacBook as a Wi-Fi hotspot. I googled and figured our everything
http://pinoyappler.com/2012/03/09/turn-your-mac-into-a-wifi-hotspot/

I did everything and my phone is connect to itunes and syncs but in the Networks it says iPhone USB not connect I'm really confused.

Can someone please help me this will greatly be appreciated!

Are you sure your cellphone plan supports personal hotspot? Some plans don't allow you to use this feature. Call your service provider and ask. That blog seems very informative, double check that you have done everything that it asks, and read everything once before you actually try to do it on your computer. Hope this helps.

MacBook Pro won't connect to WEP Securities.

If you can change it to use WPA use that…

The techs at MAC feel WEP is too unsecured for their Devices so they disabled this option.

That's MAC for ya!

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