|What Richard59 said in big bold letters!|
however you need to carefully read the university IT use policy document since in many cases they specifically prohibit sharing the connection. They have the capability to detect attempted installation of this type of equipment.
You said, "This would allow me to use apps that don't allow custom proxy settings." and I can't help but be curious. What app's are you talking about here? Please, name them for me.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.