First, download the proxy server from the link above and install it on your system.
After it is installed you will find it minimized in your system tray. (It's the green circle)
Right click on the icon and select "Configure".
For browsing the internet you will need the Http button set for "On". Start with this to begin with. You can enable the other options later after you get the internet working.
Zaurus setup -
Next open your Z and select Network and Connections.
Make sure you have a connection using the USB service.
Give you Zaurus a static IP address and subnet mask that can be seen by the pc.
Example -
IP address - 192.168.0.1
Subnet address - 255.255.255.0
Next select the Proxies Tab and place the ip address of your pc into the box. Put the port for the proxy server into the port box.
You can get the ip address of the pc by opening a command prompt on the pc and typing ipconfig (Windows 2000).
Example -
IP address - 192.168.0.2
Port - 6588
Now save your settings, lift the Zaurus out of the cradle. Wait a couple of minutes and then reseat it into the cradle.
You should now be able to open Opera and browse the internet.