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As long as you are rooted and have Unknown Sources checked (you probably do if rooted), just google wireless tether, go to Downloads on the code.google.com result, and choose a version. 2.0.7 is the most common (that is the version currently in the market) as it is the latest stable release (and works fine on the Thunderbolt).
Finally after choosing the version, click on the link to download the apk. You should see Starting Download... on the screen. Press home, drop down the the notifications area, and you should see it finish downloading or download complete. Click on that, follow the process to install it.
It's the same as installing any other app that is an apk package.