I don't know why nowhere on the web I can find this information. For the record, here are the steps:
- Download azilink from http://code.google.com/p/azilink/. There are two files: the apk file and the zip file. Apk is to be downloaded on the phone. The zip file is to be downloaded to the Linux host.
- Install openvpn on linux
% sudo apt-get install openvpn
- Install adb on linux, if you haven't done so. Go to android sdk download page, download the one for linux, then extract the executable named adb.
 
 
- Unpack azilink.zip. You'll need just one file, azilink.ovpn. Edit this file and add the following line
 
 proto tcp-client 
 
 The overall file should look something like below:
 
 
 dev tun
 
 proto tcp-client
 remote 127.0.0.1 41927 tcp-client
 ifconfig 192.168.56.2 192.168.56.1
 route 0.0.0.0 128.0.0.0
 route 128.0.0.0 128.0.0.0
 socket-flags TCP_NODELAY
 #keepalive 10 30
 ping 10
 dhcp-option DNS 192.168.56.1
 
 
 
 
-  Start azilink on the phone. It's an icon that looks like a small moth. Check "Service active" checkbox.
 
 
-  On linux, issue the following commands:
 
 
 % adb forward tcp:41927 tcp:41927
 % rm /etc/resolv.conf
 % echo "nameserver 192.168.56.1" >xxx
 % sudo cp xxx /etc/resolv.conf
 % sudo openvpn azilink.ovpn