Have you actually got cellular data working at all, i.e. the phone itself can connect to the internet? Because in the phone's notification signal indicator it doesn't look like you've got cellular data enabled. There's a small 'e' which indicates you've got a 2G EDGE signal for calls and SMS. If cellular data is enabled it should have either a large "G" for GPRS, or "3G" or "H" or "4G" or "LTE", all depending on what type of service you've got.
Check the phone's APN is configured correctly for your carrier and that you've got wireless data turned on.
If phone data is working, does your carrier allow tethering on your plan? Because if they don't, that might be why. And you might have to pay an extra monthly fee to enable tethering, e.g. Verizon, Sprint, etc.