Usb Tunnel between the android and the PC.
This service creates an Usb Tunnel between the android and the PC.
You need to install the windows part.
See http://www.codeproject.com/KB/android/UsbPortForwarding.aspx for details
With this solution, you can surf on your mobile (using the internet connection on your PC) through the Usb Tunnel AND a proxy.
Please, post your comment on codeproject site.