So what transport method are you using?
We really need more details, because there are so many different ways to try to help.
Is this a USB cord? DiD you download the software?
Is it blue tooth? Did you pair the devices?
Did you turn the hot spot on in your mobile device?
When you go to your mobile device, and turn on hotspot, what does it say? Is it still grayed out and you are trying to use your mobile as a pass through device?