Here's my solution for PC owners.
1. Connect your Pre, or Pixi, to your PC
2. Under the Start menu select the Run program.
3. Type in cmd to bring up the Command Menu
4. In the Command Menu type in ipconfig, it will list the IP address, Subnet Mask, and Default Gateway (A.K.A Default Router on a PS3) of your phone.
5. Manually input the IP, Subnet, and Default Gateway into your gaming device. It also requires a Primary DNS, use 188.8.131.52 which is the Google public DNS. You don't have to input anything into Secondary DNS but if you wish put in 184.108.40.206, the other Google public DNS address.
You should now be connected to the Mobile Hotspot. The gameplay online is quite smooth and early tests show that it doesn't use up much data. Further tests are required to see how much data is used on gaming sessions of at least 6 hours. Will report later with info.