Yup, although tethering is a breach of the Ts & Cs and they'll threaten to place bars on your account if you go over 250MB in any month. 250MB is generally a hard limit to reach with a mobile, but you'll get through it in no time connected to a laptop!
It's not hard at all to achieve with modern mobile phones.
Are you sure O2 staff post on here? I'd take any O2 "presence" in these forums with a pinch of salt.