Android Tethering - Shell To Python Code (SL4A API)
Well I guess I was a little bit impatient... I came with the solution by removing some content on the python code:

So I'm posting what I changed:

Android.startActivity('android.intent.action.MAIN',None,None,None,False,'com.android.settings','com.android.settings.TetherSettings')


I only removed de '/' character. I'll post a working code later on.