The video was for Windows so I don't know, but I do know that you should just root and then run a different OS.
Is this for iPhone or Android?
Way back in the day, when I had an iPhone, used Windows, and had AT&T, and before I jailbroke my iPhone, I was able to tether by connecting my phone up to my PC via USB and messed with internet settings in Windows.
If you're using Android and use Linux as your OS, and don't want to root your device, you can use Easy Tether. There is a way to get the full version for free if you download an older version, write down the key(which is visible because the older versions are set up for a short trial), and then install the newest version, then input the key.
https://play.google.com/store/apps/details?id=com.mstream.easytether_betaSetting it up is fairly easy. There are instructions on their site and a link there from within the app.
If you're running Windows prepare for malware.
