My understanding is proxy support isn't enabled out of the box, but you have to root and use an app to manage it. The Motorola Xoom just got their Honeycomb 3.1 update today and it has enable proxy support so hopefully we won't be far behind.
Set up the tablet as client and the app has a link to proxy settings. The first time around it took me to my regular wifi settings menu. However, I followed the recommendation for Honeycomb, which was press back and try again. On the second attempt, it took me to proxy settings successfully!
I hope this works for you guys as a temporary fix!
i did this too but now my tablet wont work right. any thoughts how to get back to the proxy settins without using the pdanet app? I removed it thinking that would fix things but it did not. i can get out on the net but my market is broken and my google maps says i have no connections.