I was thinking of buying PdaNet to tether my non-rooted DroidX, until I ran into:
Susteen Datapilot Tether: Tether Android, Blackberry, Windows Mobile smart phone
It comes with a $20 rebate if purchased through Frys, which effectively makes the product free.
I regret to say today is the last day for this rebate for this period, but I got a similar deal/rebate around Thanksgiving, and have reason to believe the rebate will be offered again.
The product is actually PdaNet 2.45 (with some additional backup functions), and I've used it with my DroidX and Window XP Pro laptop successfully.