I tether regularly and have found a program that makes it super quick and easy. I'm on Rogers and currently using AT&T's connection manager and it works much better than roger's connection manager. Not overly complicated to setup, just requires some manual settings following the setup wizard.
app will tell you that it does not recognize your phone# as AT&T, but it still works and goes through.
required info:
dial up#: *99#
username: wapuser1
password: wap