OK did more testing.
Didn't work with Net10 SIM. In fact, I think it locked the Foreign SIM flag because when I installed my T-Mobile sime back, it gave me that Catch-22 error (Sign up to tether).
I probably could have have worked but I really didn't want to uninstall ACCESS POINT
I swapped briefly my foreign SIM and unlocked it again for my T-Mobile SIM. It tethered. I tested and tethered my Access point. Its prepaid, I don't have Data T-Mobile, but when I tethered, I got webpage where They try to sell you or change plan.
Regardless it worked. Granted, didn't follow the instructions but I'm planning to go back again to T-Mobile. I've been hopping different wireless services. Who knows. Thanks for the info though. Glad we keep finding loopholes like this.
I hope Nokia really stops this madness. I say screw MS. They might as well go out in blaze of glory with a device thats unlocked and not be held back by silly stuff like this