All WP8 device have built-in internet sharing, unlike WP7 when each carrier updated specific firmware to enable it. However, when a phone is distributed by each carrier or what we call carrier exclusive, the carrier will configure it with their setting so that it could work out of the box if the customer has a tethering plan. For AT&T, there is some bug in the network setting, probably at the end of AT&T, that prevent some people using tethering, even they have that plan. For other case, because you want to use it in different carrier, you need to specific configure that match with the carrier config. But it will be depend on each phone. Some people manage to get it work, some cannot not. My suggest is that contact the carrier to see if they can provide you with configuration and make sure you have tethering plan.