I tether my N810 using my Nokia E71 or Nokia N95-4 on the $15/month MediaNet plan. Works fine and no problems at all.

Not sure about the RX-51, but as I stated in another post, you could add a share line to your existing account for $10 and then unlimited data for another $15. This will give you unlimited data on the device for $25/month unless there's some other way to get an unlimited data only plan for less. I haven't researched or made any calls to ATT to see what a data only plan would cost. And, yes, the device will have a slot for a SIM card to be able to access the network. Of course, it should still have BT DUN so you should be able to tether to your phone as you currently do.