Your touch Pro can act as an Internet intermediary by any of several means:
1) USB cable and Internet Sharing
2) Bluetooth and Internet Sharing
3) WiFi and WMWiFiRouter
The commercial version of WMWiFiRouter costs money, but a beta version was freeware, and is
still available from this reputable web site. Of course, the commercial version reportedly has many additional features, etc.
Options (1) and (2) require some registry modifications in order to circumvent Sprint's desire to charge extra.
I myself usually use (2), if only because it combines the simplicity of wireless with the lower battery drain of Bluetooth.
There is an option (4),
PDANet, but it costs money.
If you ordinarily keep Bluetooth and WiFi off to save battery, remember to turn one of them on before using an option that requires it.