This is a really dumb question, but I never really played around with the tethering mechanic in Just Cause 2. Now I want to tether things, but I can't remember the key combination from the tutorial mission way back. Does anyone remember how the process works?
It's similar to a click-and-drag operation. Target the first thing you want to tether, press your grappling hook key, drag to the second object, and let go.
There are some limitations -- range, possibly turning to face the opposite direction for your second object. Also, if the first thing you want to tether is a person, they generally get grappled unless you are very fast. If you're trying to tie a guard to a wall or something, it's easier to target the wall first and drag to the guard.