Unfortunately it depends also on the hardware. The Milestone and afaik the droid are very unlikely to support the official 2.2 tethering as the Wifi chip does not support AP mode.

But you can get easily tethering on a the milestone (or many other 2.1/1.6 devices) with the adhoc mode. Root your phone (you just have to intsall one application nowadays) and install the open source wireless-ether <http://code.google.com/p/android-wifi-tether/>; package