When I again threatened to cancel my service the Sprint CSR said I still had access to data service and basically I could go defecate in my chapeau. By that time Verizon had banned the use of their handsets as a modem and I had no recourse.
Just threaten to go to ATT. All the WinMo phones have Internet Sharing installed from the factory. You could even turn it into a wireless router if you wanted.
While "technically" not approved, I have never heard of them telling anyone to stop. I don't think they can tell if your browsing from the phone of if your plugged into your laptop or PC.
edit to add - this assumes you are on a standard data plan already.