I want to share my BlackBerry's 3G connection with my laptop. Is that possible?
You can tether a BlackBerry to a Windows machine to use as a 3G modem, using just your BlackBerry's built-in software and the BlackBerry desktop software, no third party software needed.
An old but good guide to this is Using your 8707g as a 3G modem with your Windows XP laptop (PDF).
Note that your carrier can disable this tethering feature, if so then 3rd party software is your only option unfortunately.