By default, Mac OS X is not supporting the USB tethering feature of Android. But you can achieve this by installing a small application.
Steps
1. Download the Application from this Link.
2. Open the downloaded package and install it as usual.
3. Now connect the USB cable to PC and your Android Device.
4. Go to Settings on android and enable USB tethering.
5. You are done . Now you can access internet on your Mac OS X.
Sources
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