Sprint (or rather nasty employee wanting the commision) are telling you so that you eat of their (expensive) data packages.
Go to Settings, Wireless Networks. Make sure your WiFi is enabled. Click "Scan", your WiFi network should be there. Type the password associated with your WiFi network, you're done.
As for tethering - it might be supported, but why you need it? It is intended to provide Internet access to other devices through your phone' data connection.