Proxy trouble in Windows 7

I'm using Proxifier in Windows 7 to attempt to tether my phone. So far, I've done pretty well:
I have the ad-hoc network set up,
I have the IPs in the same domain,
I have my default gateway set to the phone.

My phone is connected to the network
Proxifier's internal test is fine, and connects flawlessly, and the phone shows activity
Windows itself says I have local and Internet connectivity
Steam also connects fine, I downloaded and installed a small game over my cellular network
However, nothing that uses HTTP can connect. I tried Opera, Firefox, and Internet Explorer, and none of them can connect

In Proxifier, Steam shows up and connects through the program, but none of the browsers will go through the proxy. I put this in the Windows 7 forum instead of Proxifier because I have used this same setup in Vista with no problems, so it seems the only variable is 7.

If anyone has any bright ideas, let me know!

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