There is a bit more to it than that...

You need to root the phone first. I am assuming that is already done if you have the Cyanogen ROM on it. Then you need to have the autostart.sh, IP Tables, and U2nl file as well in their proper places.

Right here in the forum there is a tutorial. Let me know if you can't find it. We also have a search feature at the top right hand corner. It is pretty decent actually.

Good Luck