My phone is a Lumia 920 with the latest updates. I have NOT installed the APN settings app or anything like that. I have a 10GB shared data plan with my wife.
Here is the issue...if I have recently power cycled my phone, I can go to internet sharing, turn it on, connect whatever I want to my phone, and it works perfect. I can then finish, turn off internet sharing (or let it time out), and later turn it back on again...MAYBE.
Sometimes it will let me connect 2 or 3 more times, then I get the standard error message "Connection Not Shared. To enable tethering on this device, go to att.com/mywireless or dial 611.". If I power cycle the phone though, I am able to tether again just fine for a few sessions.
Anyone else having this intermittent issue? I dont want to have to keep power cycling my phone. Thats a PITA and in my opinion unnecessary. Im tethering to a Nexus 7 when I do it...and between this issue and NFC being lame, Im about to switch to a Galaxy phone haha. And I LOVE my WP8, so that hurts for me to say!