It just works!
Settings thru Settings/General/Cellular network below
Yes, I did it!
And YES! Tethering is available on Celcom, but not via IPCC. You need to create a mobileconfig file, and can be done via your iPhone's Safari here (http://help.bemn.at)
lastly, it is good if you do a restore instead of update. Mine was jailbroken because I need 2 features which is not available on 3.1.2, i.e. tether via unofficial carrier, i.e. Celcom, and I love running Stitcher Radio at the background so I can still run other apps while listening to live news.
1. click restore when your PC/Mac is connected to the Internet, and your iPhone is connected to your PC/Mac, and your iTunes running;
2. iTunes will ask you to upgrade to 3.1.3, just say yes or continue
3. After about 5 minutes, your iPhone is done, and restarted
4. open Safari, goto http://help.bemn.at
5. click on Tethering >
6. scroll to the end, and click on custom mobile config
7. Give a name to your mobileconfig, in my case: Celcom
8. APN: celcom3g, leave blank for username and password
9. for MMS configuration, APN: celcom3g
usernama and password both blank
MMSC Proxy: 10.128.1.242:8080
leave the rest blank
10. click download, click install button on the mobile config screen, once, done, restart your iPhone.
11. check whether you done it right:
a. goto Settings/General/Network, tethering should be there
b. launch Messages app, you should have a small camera on the left of your message entry field.