Ok i will be very clear about this.
If you are scared to jailbreak then you will not have very much luck getting internet working.
second. Iphones do not have much of a warranty anyway and you cannot get insurance on them so it is not even a factor. Itunes will revert your Iphone back to factory settings with one click which i have done at least twice.
If you are scared of jailbreaking then don't do it but if you are going to get internet on your AVIC you are probabaly messing with its warranty too. Anyway Pocket Proxy is a proxy program. I am not 100% sure if it uses your homes internet or the Iphones but i am thinking it uses your homes. A Proxy server is a way to hide where you are really using the internet.
PDANet is what you need until Apple lets everyone tether.