Earlier quoted context omitted.
You don't have to root a device to install anything, you just have to enable "Unknown sources" (Android will prompt you to enable it when you try to install an APK). A non-negligible amount of people do this -- it's how the Amazon Appstore works on everything (save for the Kindle Fire): http://www.amazon.com/gp/feature.html?ie=UTF8&ref=mas_gs...
that's a blatant lie. stop spreading it. to install anything useful to your phone you have to root it. e.g. try installing tethering or VPN apps when your operator image denies it. also, all processes that involve rooting/flashing will involve one step that you remove the firmware locks from the device, allowing a thief to peek at your data at will even if the phone is password protected. *downvoters, also contribute…
Separately, if you managed to buy a Thunderbolt from AT&T you have much bigger problems than getting tethering working. The Thunderbolt is a Verizon-specific CDMA/LTE phone that doesn't support any of AT&T's networks (AT&T's LTE is on a different band).