I was using pdanet to tether tonight ...trying to figure out if I was staying with T-Mobile or not, and I got the same message. It really pisses me off since I'm on a limited 2g data plan anyway. The latency is 2 to 10 times worse than Verizon, so this little message may give me the push I needed. For what it is worth, pdanet has some options for hiding tethering use, but it may make affect your usability. Never tried them.
Sent from my HTC One S on T-Mobile