There's always a chance of messing up the phone when you start modifying the factory settings. The more that I look at that video, the less I like the instructions. It looks like he's downloading software from someplace which I wouldn't do. I did some searches on a Windows Phone forum and the instructions that I've seen look similar but a little different. Try this thread - Internet Sharing + MMS now working on AT&T 920 w/ USA T-Mobile SIM.
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