To respond to a few of the things I've seen in this thread..
I'm running Android 2.3.3.
I've seen PDAnet and the other apps but don't really want to go that route. It pisses me off that they the carriers charge to enable tethering but I don't think those apps are the way to go.
It's only $20 more a month to tether and my data limit doubles to 4GB. I'll pay $45 for 2-3 months before I commit to 2 years @ $50/month.
Today was a busy day, and I had to work some overtime, so tomorrow I'll drop by the AT&T store and see how it all works. I'll post what I find out for future reference to anyone who wants to know.