If your network is locked down to prevent unknown devices accessing it - which is what you describe - it is extremely unlikely that you will be allowed to tether another PC to your corporate PC!
Unfortunately, many organisations still persist in configuring networks so that only authorised computers can access them. By the way, this has nothing to do with having to log in to a Windows domain. It is down to the network infrastructure.
You could approach your IT department and ask them to set up an "Untrusted VLAN".
VLAN's are "Virtual LANS" and require smart switches that support them. Once configured, trusted, known computers will connect to a "trusted VLAN" and potentially get access to corporate services including print and file shares. Unknown devices would automatically go onto the untrusted VLAN and get all of their traffic routed straight to a network edge component - generally a filter or firewall - and then straight out to the Internet.
This does, of course, require some reasonable kit and configuration so many organisations don't bother.
As you've intimated, the alternative is to provide a "Guest Wi-Fi" to achieve a similar effect. Though this can also cause the organisation issues around corporate responsibility, especially in some countries that demand auditing and control of all Internet access.
A final alternative these days is to provide your own mobile Internet connection by tethering your mobile phone, 3G "dongle" or getting a "My-Fi" style device.