Nokia has for long said that the Nokia Lumia 800 and Lumia 710 will receive Tethering via a future update. Plaffo.com has apparently learned from the 3 carrier in Italy that this update will be delivered later this month.
So, the update should go live during the next 6 days. We don’t know if this will only target the Lumia 800, or will the Lumia 710 get the update, too.
The Nokia Lumia 900 and Lumia 610 will both come with WiFi Tehtering built-in.