This is not supported afaik, that would require a driver in black hole to specifically recognice your phone as a usb nic. This is supported on most computer enviroments (windows,osx,linux etc), atleast on the most common brands of phones, after installing a supplied driver, such doesnt exist for/in BH.
What you can do:
Connect a supported USB 3G usb dongle (with sim card) directly to your box,and connect thru your phone provider
Connect a supported USB wifi dongle to your box, and connect to a nearby wifi. Most modern phones can make a hotspot which you can use.
Connect a wifi-ethernet adapter to the rj45 connector (often called wlan-bridge),many accesspoints have this side feature. This also requires a usable wifi network.
Connect a 3g router to the vu+ , also requires a sim card.
Using the USB port directly to you phone is not an available option atm., although it could be made to work with proper drivers and interface configuration .
See supported wifi dongles
http://www.vuplus-community.net/board/forums/black-hole-usb-wifi-drivers.52/