This would be a two step solution and I hope it works for you. I am afraid, I could come up with nothing simpler. :-(
But this should get you started.
Step 1:
Download an APK: http://forum.xda-developers.com/showthread.php?t=1359389. Direct Link to the APK
Step 2: SOURCE: https://stackoverflow.com/a/3480235/450534
1. Execute the emulator.
2. Start the console (Windows XP), Run -> type **cmd**, and move to the **platform-tools** folder of **SDK** directory.
3. Paste the *APK* file in the 'platform-tools' folder.
4. Rename the APK to `proxy.apk` or something simple that you will find easy to type in a Command Prompt. The name itself does not matter. The **.apk** extension does.
4. Then type the following command.
> adb install [apk file name]
Example:
> adb install Jorgesys.apk
Now, you will installed the application linked in Step 1 on your emulator. Configure the settings in the app and you should have Internet working on the emulator.
Let me know how it goes.
Note: The app is also available on Google Play and has a few screenshots that might help you get started: https://play.google.com/store/apps/details?id=org.proxydroid
Disclosure: I have nothing to do with this app. I found it while searching for some solutions for the OP. Nothing more.