Configuration

Use case 1:

Create Ad-hoc wifi network in your PC and connect your iPhone to this wifi network. Please make sure that don't set up DNS or router in your iPhone wifi setting.

In this use case, you can only share your iPhone proxy with only one device.

For Mac users (I can confirm in Mavericks), you have to use firefox for web browse or tsocks to socksify network application. The default proxy configuration provided by Mavericks didn't work. I found that it didn't use my DNS server as default one by running scutil in command line. I haven't figure it out why. Please shoot me an email if you have any clues.

Use case 2:

Create wifi network in your router. Connect your devices and iPhone to this network. You will use your iPhone as proxy and DNS server.

In this use case, you can share your iPhone connections to many devices.

For Mac users, set up your DNS server point to iPhone. It works perfectly with default proxy configuration provided by Mavericks. You can always fall back to tscoks if Mavericks doesn't socksify your application.