For anyone interested, I put together a quick little app that works as a shell for adb and tetherbot. I was really just making it for my ease but I decided to add in a few extras and throw it out here. It also will try and help you install those programs on the computer and phone. (requires internet connection) You will still need to set-up the proxy in the internet settings but Foxy is awesome for that.
http://www.hotlinkfiles.com/files/2058985_mdnry/tbshell_setup.exe
Have fun.