Someone who has ATT service should probably answer this, but I can tell you as a Sprint customer, I can do this with my Sprint phone without software like that. I set the connection up through windows mobile ICS (Internet Connection Sharing) which should be on your Fuze (I have Sprint's version of your phone).

I think to use this software you'll need a login that has an aircard data plan on the account, so it will most likely fail for you. Setting up through ICS on your phone will violate your terms of service though, so if you do it, do it rarely.