I promise PDAnet OR Easy Tether will work. BUT!!!!!!!!! THEY ARE PULLING THE WOOL OVER YOUR EYES. You are NOT TETHERING. All you are doing is getting your phone to change the data from PC to Mobile data and back. Your computer is not connected to the net, your phone is, so hope your admins let you log onto EVERYTHING from your phone (good luck).
If you actually tether a phone, it is, in fact a USB MODEM (sold as internet sticks in australia, not sure what the world call's em). This means when your computer sends infomation on the net, the other end will receive data from a computer (not your mobile as with mentioned app's).
I think pda has an option to "mask" this problem, and as I say, it's only a mask, any decient administrator will detect where the data is from reguardless of the fake header.
I plan to rage war with Sony Erisson over this. We all payed good money for own phones, and have the right to use them. I got mine bundled with a data plan, what a joke, who can i sue haha