If you are running WMWifiRouter and devices connected to the mobile device running it can use the internet but the device running it itself can not, this is likely caused by the ad-hoc wifi connection being used being set to connect to Work instead of The Internet. This can be configured in your device's wifi connections configuration: Settings, Connections, Wifi / Network Adapters, tap-and-hold wireless connection. Note that for some devices to be able to modify or even see these settings, wifi must be turned on.

In the same settings panel (Settings, Connections, Wifi / Network Adapters), the My network card connects to option has to be set to Work as well.