This worked for me (uMBP sharing to iPhone)
How to share your internet connection via AirPort on Snow Leopard 10.6.1:
Go to System Preferences. Select Network. Take note of the IP address of your internet connection. (Ethernet, 3G modem, whatever you're using)
From the list of network interfaces, select AirPort. Click the Advanced button. Click on the TCP/IP tab.
Configure your IPv4 by selecting “Using DHCP with manual address” from the dropdown list.
Input an IP address similar to your internet connection’s IP address. example: If your ISP’s IP is 10.150.0.1, you can input 10.150.254.254 in the IPv4 address field. Then click OK. Click Apply.
Return to System Preferences. Click Sharing. From the available services, select Internet Sharing.
Select the internet connection you want to share, then click on the check box near AirPort. After selecting AirPort, turn on your internet sharing by clicking the check box near Internet Sharing. Click Start.
Source
http://geekandmoney.com/2009/09/internet-sharing-via-airport-on-snow-leopard/
I'm guessing that when I get back to an Airport network I'll have to revert to DHCP, but's that's no biggy so long as I remember!