Sprint charges $15 for personal area modem last I checked.
It uses a different gateway and APN, the idea being that road-warriors sending/recieving huge documents shouldn't slow down or effect the casual phone browsers on the network, and vice versa. Its a different tier of service, uses a separate network layer. This is why unlimited data does not equal unlimited modem access.
If you don't pay the $15 add-on, and just connect using the Personal Area Modem gateway, you get charged per kilobyte (adds up to hundreds or even thousands of dollars VERY quickly).
Problem is, they don't even offer it for SERO, so you either get stuck paying tremendous amounts for tethering data, or getting errors (sometimes they even disable the gateway entirely so you can't connect on SERO- this is probably better than getting charges without realizing).
The solution, then, is to "trick" your phone into routing your phone's data out to your laptop instead of using a different access gateway like they'd want you to. This is possible, and very easy on Smartphones (Windows mobile actually has connection sharing built in, and Palm has PDAnet which you can buy and install).
On an average phone such as your a920, you can do it but you may have to adjust the multi-NAI setting. Multi-NAI is what forces the phone to differentiate between modem and casual phone data. If you disable that, it won't care and just connect using the standard data plan gateway. It changes from phone to phone, but I beleive the 920 is similiar to the a900 blade, so you might want to check threads like this one:
http://www.sprintusers.com/forum/showthread.php?t=89598&page=2