Yes, it can be done. Very easy to do also. I did it all the time b4 i got this comcast wireless network. I can still tether to my winmo phone when im out the house. Just look for tehtering apps for ur specific phone or OS.
Dont mention too much details b4 people come in asking did u pirchase tethering plan. Which is a total ripoff if u already paying for internet on the phone/device anyways..lol
Good luck on finding.
What kind of phone u have? Windows or android. I might could point u in the right direction ;-)