How can I access to internet in iPhone 4 with USB or other way through my mac book pro? I have a iPhone 4 and Mac book pro. I am accessing internet in Macbook through dsl modem lan. But I don't know how to access internet in iPhone.

My specific question is there any way to access internet through USB or any other way with through my mac book pro????

?
You can do this by sharing your MacBook Pro's internet connection - typically called an ad-hoc network.

You will need to connect your USB aircard, and then open System Preferences > Sharing > Internet Sharing. (From this Apple Forum post) Select USB from the drop down menu next to "Share your connection from:". Then select the "Wifi" from the checkboxes below. Check the Internet Sharing option to the left, then join it with your iPhone.

Here is an Apple KB support article that you may find helpful in setting up an ad-hoc network. While you are using USB the steps in this OSX Daily article should be very similar to your situation.