While you can use internet connection sharing with WM6, I find it easier to use this app:
http://www.jongma.org/WMWifiRouter/

It's probably a bigger drain on battery life, but it works like a charm with my AT&T Tilt (HTC 8925) and my n810. And the phone still works fine while the app is running. (You can get calls, surf with Pocket IE, whatever.)