I'm not sure of your phone's exact settings.Do I need to use to make any special changes?
I just went under settings > Tethering and Mobile HotSpot > on.
Though I did have to set the security options to open, which is known to be risky. But I got around that by setting the maximum number of connections to 1 so once I've connected my DS/3DS to it then noone else can connect. I'm using a Galaxy Note 2 if it matters.