Hello,
You'll want to download AT&T Communication Manager from the AT&T web site, which will configure everything for you. The URL is:
http://www.wireless.att.com/business...e.jsp#comm-mgr
This is what I use for my Blackberry 8700 to connect to the Internet.
You may be charged extra for Tethering already, but that's expected.
Thanks,
Mitch