Well there's a way out... Just follow the steps below..
This is for the popular Galaxy Y s5360(but should work on any other android phone if you search for wpa_supplicant specific to your phone.
For rooted devices only
Steps: Galaxy Y only
1. Download wpa_supplicant and extract.
2. Open /system/bin with root explorer and backup the original wpa_supplicant by renaming to wpa_supplicant.bak.
3. Copy downloaded file to /system/bin and change permisions to 777 (rwxrwxrwx).
4. Restart phone.
Now on the computer.....
1. Open network and sharing centre.
2. setup new adhoc connection.
3. Give it a name. choose no-authentification or Open network (Important).
4. Share your active internet connection through your wireless.
All adhoc network seen by the phone has * as a prefix. eg. (*)Proxo-Air instead of Proxo-Air
PS. If your phone doesnt connect to adhoc, then open network and sharing, click change adapter Settings and right-click on your wireless card. Select properties and internet protocol 4. Take note of your ip address usually 192.168.137.1.
Using the above ip as example,
set android static ip as follows:
ip address: 192.168.137.5 or 192.168.137.6 and so on for different devices.
Dns 1 & 2 192.168.137.1