It's a sad, sad day when we can't use the data that we pay for in a manner that we choose - but that day has arrived. It seems that somebody (perhaps carriers?) is blocking the ability to install Wireless Tether in the Android Market. This is what you get if you try to install it:
You can see that while it's still in the Market, it's not available for installation on any carrier-connected device. Most of the well known tethering apps have made the carrier blacklist, such as Wireless Tether and PDAnet, but there are some lesser known ones that are still available. Even if you're not sure that you'll ever use it, I suggest you go get one now before they all go the way of the dinosaur (on the Market, anyway).
Update: According to Artem, Sprint customers can still install tethering apps without issue. But VZW, T-Mo, and AT&T are definitely blocking.
Source: Droid Life