That's right; you can turn your Windows Mobile phone into a wireless hotspot for your laptop. If your phone is WiFi enabled (like my HTC Titan) you can use the WMWiFiRouter application to easily connect a wide variety of devices to the internet via an AdHoc connection through your phone.
This is a pretty bad-ass piece of software. Everyone should try it out and buy it. For $30.00 USD it's a great deal.
If you happen to be a Nokia phone user you can also checkout JoikuSpot which comes in two flavors. They have a Lite free version and a paid Premium version.
You can find the link to WMWiFiRouter in the title and JoikuSpot is linked off of their homepage.
When I say this software is a great addition, I mean it. There's almost zero configuration. On my HTC I installed the .CAB file, launched it and clicked "Connect". Within a few seconds it showed I had a solid connection and it was ready to serve up some internet.
The best part is if your provider charges for tethering (the usual way you might connect your laptop through your phone) there's no way for them to flag your account for charges and you don't need to get anything from them to configure the app.
Now I just need to find a provider that offers EVDO and a 4 bar connection in every corner of the globe I might go...