Internet Tethering iPhone 4

Basically what i mean is i have access to the internet and am able to download the apps, i just cant use them as they just say waiting however on the app store it says that i have already installed the app.
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It will always show the search feature briefly while Network is selected at Settings > General > Network. If you dont have Internet Tethering set up with your carrier, it will quickly change from searching to a Set Up Internet Tethering selection.
When downloading an app, is this when you are connected to an available wi-fi network, the cellular network, or it doesnt matter?
Any problems downloading an app with iTunes on your computer?
 MacBook Pro 15" Intel Core 2 Duo/2.53GHz/4GB RAM/500GB HD Mac OS X (10.6.4)  iPod w/Video 30GB,  iPhone 4 32GB