I have tried USBModem with success on the Mogul. I get 1mbps steady, and the speeds are amazing; when browsing I don't notice much of a difference from my home cable connection!
That success doesn't necessarily mean it is going undetected...can anyone verify that it's indeed undetected?

Just a note, I was going through the registry on my phone, and I saw this entry:
HKEY_LOCAL_MACHINE\SOFTWARE\OEM\WModem\Multi-NAI
I set it to 0 (off) from 1 (default).

There's another curious entry: Check Profile in WModem. I'm aware that this phone uses multi-NAI and dual profiles (1 for the data on the phone, 1 for data on PAM). If I disable this Check Profile, would it help any with undetected tethering?