When you tether a BB you're using whatever connection it has available to it currently. If it's a cell based 3G signal you'll go over that data connection, if the device has Wifi / UMA ability it will go over the Wifi connection.
Basically whatever connection is currently being used to connect to the BlackBerry infrastructure is where your tethered data is sent.
BTW, no app needed for this functionality.
You can actually get away with not installing any software on most computers that have bluetooth by simply using it as a dial up modem.
While 3G hasn't been as fast as I expected and seems to be very "bursty" with it's speed overall, I could hold a phone call over a bluetooth headset and remain tethered to my laptop via bluetooth on the 3G network with no problems. That was pretty sweet to see it all work bug free! (Used it for a 2 hour remote support session last week, no drops with acceptable performance)