My phone has a way to create a "hotspot" and makes a virtual internet connection with a password that my computer can use to access the internet.  I think it dinks away at your data usage or something (I dont think you can use it for days at a time) but for works good for a short period of time to get a connection on something other than your phone.

Ive only had to do it once, so my understanding of it is limited.   If youve got an IPhone it in your Settings > Network and Internet menu, then choose Hotspot and it will give you way to connect another device to the internet.