If you have an Android phone, there's an app called FoxFi that provides a WiFi hotspot. The app costs $6, but is well worth it because many carriers will charge more than that every month to add hotspot service to your plan. Most of them also have agreements with the Google Play store not to list the app. In that case, you might need to temporarily allow installing apps from third parties, and then search for the app with Google to install it.
They have a free demo version that will give you 10 minutes of WiFi hotspot so that you can test it out and make sure that it works.
Edit: Just noticed that the name of the app has changed to PdaNet+, the price has gone up to $8 (still worth it), and that there's also an iPhone version.