download PAN hacks for the N800 AND for your 8525 (check xga dev site for that...)
'cause PAN allows you to browse on both your phone and N800 at once, talk on phone while tethering, etc.etc...

..not sure about an AT&T SIM vs. a Cingluar SIM, but it should be the same...
You have the 20$ a month unlimited package, right??

dcarter