I figure our ISP doesn't want sharing of the EVDO connection or it's not possible.
Why don't you ring them up so you actually know for sure? They may be able to help you with a recommended way?
I've looked it up online and all instructions to share EVDO indicate the same method i used which is via the connection sharing properties page.
So if others say it works, have you considered that your network topography or computer running this EVDO connection has configuration problems?
Http(s) isn't a problem, just ftp and mail from other pc's i'm having a problem with. I've tried other proxy software to share the main connection in order for the other 2 pc's to transmit data through the main pc with the EVDO and vpn connected with no success.
Sound like you want to use NAT - If you do install WinGate then make sure you add in the Extended Networking Service (ENS) option, and point the LAN Clients gateways to the Internal side of the WinGate server - also make sure they can resolve internet domain names; i.e. that their DNS server can.
What are my options and cost implications if any?
There is a pricing link at the top of the WinGate.com webpage, when you drill into the pricing it will also have a link to the different license types.