Just like the tp2, the Imagio has the internet sharing executable in the windows directory on the phone. VZW just hasn't provided a link to it but that doesn't mean it can't be used for tethering. Its done the same way as on the tp2 so I'll just post those directions in this section.
First, make sure that you're running .net 3.5. If you aren't download it from below and move the cab to your phone and install. Then reset.
Then download the file explore extension cab and move it to the phone and install. Reset again.
Open File Explorer and ratchet down into the windows folder and look for the file named IntShrui (should be 21.9k). Click on and hold the stylus (or your finger if their small enough) until you get the options screen. Select the option to put the link into programs. That's all there is to it. Once you're done you can add it to the start screen or wherever and you'll have a link to internet sharing.
R
NETCFv35.wm.armv4i.cab
File Explore Extention.CAB