Depending on your type of phone, you might be able to use PDAnet to get around that -- it hides the fact that you are not going online from your phone.

I don't know how they cna tell if the phone is using the internet or if the pda is using it throught it I doubt they can.

It depends on how you're getting internet and who your provider is... I know Sprint has a number of weird hacks to Windows Mobile they use so they can tell, which you can disable to work around even without something like PDAnet if you are using PAN bluetooth to connect. (Just start internet explorer on the phone or something before starting sharing and they won't be able to tell, for instance.)