I cannot answer the question the OP or the one above me has because I haven't received any text from AT&T, but I do use MyWi OnDemand on occasion to tether my iPad, however I use it only with a VPN. I've read that AT&T has still sent texts to those who use VPNs, but I feel a little ore safely guarded by using one. I also only do web surfing and occasional YouTube video streaming through news sites or more music while tethering, never any Netflix/Hulu or any other streaming service.
Hopefully this helps you all just a little bit. I do think that since you've gotten the text, you're now on AT&T's radar and a slip up may result in a change in your data plan. I really think this is the stance AT&T has taken with this situation.