For my phone, nothing actually changes on the phone. I.e. the sim stays in the phone. I connect the usb to the phone, as if I were charging it, then set off the proxoid app on the phone itself. I then run an app on the laptop to start a tunnel (came with the instructions for proxoid) and make sure my internet settings are correct (localhost 8080). Then the phone acts as a usb modem. It does the same job as a mobile net dongle. Hope that helps. If you can't get it working, post the model of your phone and I'll see if I can find anything to help you.
Posted via Mobile Device