Sorry to see your having so much difficulty. I will rundown the the list again just so you can make sure your covering everything.
Download the version listed here
Wireless Tether. (Use Astro to install .apk file)
or
Wireless Tether for Root Users from the Market (works for some like me)
Both versions are the same app but for some reason the Market version doesn't work for everyone.
Once downloaded/installed go ahead start the application. Before you start tethering setup your security settings by pressing Menu key then select Settings. Enable your wifi encryption and setup pass phrase key. Enable Access Control while your there too.
Then exit the setup and start the tethering. Connect your computer to "AndroidTether" which is the stock SSID setting (unless you changed it) and enter in the required pass phrase key to finalize the connection.
Go back to your phone and on the app again press Menu Key and select Access Control and AUTHORIZE your computer that is listed.
Now your Wireless signal is protected in two ways, by use of a pass phrase key and also by means of only allowing authorized clients by IP address.
That's really all there is to it. There really isn't much more to the program other than Blue tooth tethering which I haven't done myself.
Only other things I could see people making a mistake with is trying to use the Tethering option when they connect via USB cable or the Tethering option located in your Setting>Wireless & Network which I believe both require the use of Sprint's Mobile Hot spot.