Trying to get LOL to run from behind firewall, and copy

Right, so this is my first post in a series in the hope to get LOL (League of Legends) to run from a non-administrator, behind a firewall PC.

Ok, so bandwidth is a concern, as I don't want to raise too many concerns.  I copied LOL from my home PC folder and extracted some registry keys I thought might be appropriate, though RIOT seems not to be too dependent on the registry (good boys! I prefer it this way).  This is to reduce the bandwidth of actually downloading and patching the game.

Step one, run it... Oops... Firewall blocks it.  It complains of no HTTP access.  Ok, so I have access to a 3rd party external PC that I can tunnel through, but experience tells me I will not have sufficient speed through there to have a decent speed.  So I'll go via my own phone or 3g modem.

To do this I had to try to get my phone to tether (android Samsung Galaxy S+ --- it is remarkably hard to tether USB... strange anyway)...  For this I had to download the USB drivers, which I got here.

I disconnected the LAN connection (This ensures that I use the correct connection) Obviously this breaks all LAN stuff like mapped network drives etc. Next I check that the new connection is working... For this I just ping www.google.com from a command shell.  (Success, and pretty low pings too! 55ms average).

Then I run it...  (I run the lol.launcher.exe.)

It complains could not start as d3dx9_39.dll was not found... :-(((  Ok, Dx9 is 95mb... Will have to find out from someone if we already have that somewhere, as I don't want to download 95mb from here (or my phone)...