Tethering error fix yet iPhone 4

As many have blogged some phones have the tethering running all the time.
I just purchased my iphone4 and the battery will drain to O just sitting on the table in the off position.
Settings, general, network....tethering- icon is running all the time.
NOTE: There is NO on/off button available on screen to shut it off.
I have found NO acknowledgement on any of the Apple sites of this problem let alone a fix for it.
ATT stores will not help they referred me to that Apple store. The nearest Apple store is 2 hours away.
Has anyone here found out how to fix this problem? Tks!
iOS 4