Pal I see a few problems when trying to share your 3G mobile connection ... the first and foremost is the speed, 3G services receive a minimum speed of 2Mbps and a maximum of 14Mbps. Share this connection and you can see that the speed drop will be severe, especially when it comes to the demands of gaming.
Secondly is the costs. If you go over the usage allowance it could cost you quite a bit.
There are routers out there that work quite well and make it easy to share your mobile broadband connection, I've installed this one Netgear MBRN3000
which was easy to setup and worked really well. and was allot easier than trying to share the connection with other devices manually from the PC, but it is quite costly.
Although I did manage to share the connection without the mobile broadband router it was a very unstable connection and very slow, which is why I opted for the router in the end.
Soz I don't have a solution to your problem but can only share my experience of using a mobile broadband connection and how I got around the problem.