Well, I managed to make a SSH tunneling through USB to my iPod because I don't have a wifi card in my desktop computer and I'm not near the router where I'm right now.
The proxy that accept the Socks5 protocol is in 127.0.0.1:1415, when added to the LAN settings Google Chrome connects to the internet through there. But Internet Explorer and the rest of the Windows software don't, since there isn't actually a connection made.
I don't really understand all of what I did, it just work, but I'm trying to make a connection that uses the configured LAN proxy but I can't...
Does someone knows how to do this? Create a new connection with a localhost proxy?