Airport Internet Sharing and Double Nat Issue on the road

The Airport express is a very handy little piece of hardware that is particularly easy to pack in a luggage and carry along for those of us that are spending lots of time out of the office and home.
So here is the scenario when I travel and check in into an overseas hotel: I got two iphones, one local network, one my home network, and a Mac Book Pro, and soon, [when it finally ships], an iPad.
That makes it at least 3 MAC addresses in one room, and if i have any visiting colleagues to pack up a presentation, I will have more.
Usually hotels in Asia are well equipped with ethernet points in every room. The problem comes when I want to allow all my gears to connect to the internet.
I can use the Mac Book to share its ethernet connection while tethered to the plug, which not only turns it into an unlikely desktop, but also do not champion stability when it goes in stand by or sleeps and at times it even mixes up which is the access point to the net. Therefore this does not seem to be the best solution.
I can put the AE in bridge mode and plug it straight to the ethernet. But most hotels internet access are designed to charge per MAC address, so every time the router assigns via DHCP an IP to one of my gears it requires to accept new charges for that gear, even if they are all in the same room. This definitely does not seem right either.
Now if I configure the AE to share a public IP address and force it to ignore the double NAT warning, the AE light turns green but the internet sharing does not seem to work at all.
My two questions are:
1) Why can't the AE be configured like the Mac Book to have a simple "Internet Sharing" protocol that will be always live and not going to sleep or stand by like the laptop [As the AE is design to be always online as a wireless connection].
2) is there any way to make that "Share a public IP - *** double NAT" work?
Any feedback is welcome.
Thanks. M

Hi Bob,
thanks for your reply. Yes the only way to work it out on a typical hotel set up is to adopt the bridge mode and sometime the do waive your extra logs in. But I am not always so lucky and I often need to come up with less optimal solution.
This is a bit disappointing when you a have a AE in your luggage and you can't use it properly.
Yet my Mac can work the problem out effortlessly by just "Sharing a internet connection" with the only major limitation of being physically connected to the Ethernet cable.
Why can't the Airport Express do the same thing? Basically the AE could share the internet connection like the Mac Book, i guess introducing a secondary layer of NAT after the Hotel modem/router NAT setup [which is what the MAC Book is doing].
If AE can't do that at all then I guess soon we will just end up shelving it.
I wonder if this is an actual hardware limitation, MAC Book can wire TCP/IP flow to different sources on a double nat and AE can't, or this is just a software limitation and Apple could fix it with a firmware upgrade.
Any thoughts on this?

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