I’ve removed all information related to the enabling of Internet Tethering and MMS on your iPhone. I believe the information is sufficiently spread out through the web, and such topic falls out of the scope of my personal website. Additionally, MMS still won’t work as long as you are on an iPhone Messaging plan - that is, until AT&T officially supports it. Internet Tethering still works, but you shall proceed at your own risk, as your carrier may still charge you for the usage.
For my Spanish speaking friends, please visit iPhone Fanatic’s website for more information on the topic.