Any links to more info on this? I know generally what you mean, but I have no clue about how to apply the source code or attaining developer status.
It's not easy. Not difficult either, just lots of steps.
For free you can download the iProxy source and the XCode development software and iPhone SDK from Apple's iPhone developer portal.
But in order to run the app on an actual iPhone you need to pay $99 for the developer status. This enables you to create certificates which enable your iPhone for development. This process does not require any developer knowledge, but there is a lot of burocracy and stages to complete.
Once you get this. It's pretty easy to load the iProxy project into XCode and install it on your phone.
iProxy itself is not very convenient.
You need to create a local wireless network on your Notebook.
Connect the iPhone to that network. Using static IPs
and then use the notebook's network settings to point to a Socks5 proxy.
So in summary
* pay your 99 dollars
* download the SDK
* create a provisioning certificate
* install iProxy
* perform the awkward voodoo to enable tethering.
It's not a very slick or particularly good value solution. But it does allow tethering without jail breaking.
If you have doubts (and you should) - I would read-up on these steps before slapping down your money.
C.