Are you asking how to share a wireless cell connection one one computer to another computer? You don't need a proxy for that, you need to setup Internet Connection Sharing.
Assuming you already have the two computers networked together, http://support.microsoft.com/kb/306126
I guess you can setup the computer with the connection as an internet proxy server, that would work also. http://www.ehow.com/how_4488403_set-up-proxy-server.html