Here are directions for how to get up and running using Tether on a Mac with Android cellphone using only the Android to download files.
Download and save the following files to your phone’s SD card.
On your Android phone go to Settings > Applications > Development and check USB debugging. Next on your Android phone go to Settings > Applications and check Applications menu – Unknown sources. Use the Files application to find tether.apk, select it and install it.
Plug in the Android phone to the Mac and make sure the USB connection is set to PC Mode for file transfer. Find the Downloads folder and run tether.dmg on the mac to setup the software.
Next open the Tether program on the Mac and the Tether app on the Android and you should be up and online.