You need to download a tethering program. I use PDANet 3.5 which you can download from Google Play. It is free, but there is a major limitation. You cannot access secured website (https) so you cannot buy things through Amazon.com, Newegg.com, Target.com, etc. You also cannot access your bank account online since that too requires the use of secured websites. If you buy the app for $16, then you get the full version with no limitations.
It also has a SMS Agent so that if someone texts you on the phone, you can reply back from your PC. This is a very useful feature 'cause I don't wanna switch back and forth between cellphone and laptop.
PDANet 3.5 has been superceded byPDANet+ which combines both PDANet and FoxFi (never used that). But the SMS Agent is currently disabled. Maybe it's a bug issue.
No rooting is involved, but you must also have PDANet installed in your PC. Just follow the installation instructions for PDANet 3.5 (or +). You can download the PC program on your Samsung, then connect to the PC and transfer over the install program.