I am running CentOS 6 and was able to tether my HTC phone using a proxy called proxoid . This allows me to redirect HTTP. But how do I redirect the entire TCP traffic, e.g. if I need to setup openvpn connection to my VPN server?It seems it can be done because software similar to proxoid (exactly same principles, e.g. easytether), which  sets up network adapter. I couldn't find anything on internet perhaps because I don't have the right keywords - maybe this is a virtual network adapter that I am trying to setup?
Use an USB tethered phone as network adapter
networking;usb
With my HTC WildFire and my archlinux, I just have to enable USB tethering and then plug the USB cable into both my PC and the device. Then in a shell as root run the following commands:# modprobe usbnet # if not already loaded# ip link set usb0 up && dhcpcd usb0if you don't have dhcpcd, try typing dhctab.If no problem occurs, you'll be able to list interfaces and IP with:$ ip a sand you will see a line for usb0 (or such).See wiki archlinux Android Tethering