Bottom line, there is no feasible way to do it for free (and seriously, if you're balking at spending ten bucks for an awesome app...well, 'nuff said). Besides, you
really don't want to connect your phone to your gaming console. You'll use up all of your data in about ten minutes and the overage charges will make a $10 app look free.
Heck, go talk to your neighbors and see if they'll let you glom onto their wifi. Of course then you'd need a repeater, which would cost you money, so...I guess that's also out.
Good luck.