You don't have to buy anything or pay for a tethering plan. I have a Bold on AT&T with an unlimited data plan and I have tethered with it almost everyday for the last few months. I can't post links but if you Google "using blackberry as modem blackberryfaq" you will find everything you need to know.
My disclaimer: This worked for me and I have not been charged anything extra for at least three months. Your experience may vary.
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