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I'm in a rush so I can't find the links but look in my member details, threads started by.. and find the one that ask about rooting OTA. There is 2 links in there, it can also be googled but my thread basically tells you how to do it.
Here - http://androidforums.com/droid-x-al...g-root-my-x-ota-installed-options-please.html
Thats mine, and by no means instructions but a more of a guide with instructed links embeded.
Theres a few methods, some are easier than others but the harder ones I honestly recomend.
Just fare warning, if you are new to rooting (as am I) after you do so be careful until you fully understand what you are doing.
Good luck! Wifi tether is great! and once you feel comfortable themeing/ROMS will complete your X.

What if you've rooted 2.1? Do you have to unroot, then do the OTA, then find a way to root it again?