I'm still trying to identify the problem. So after going over the reference again I noticed one interesting thing.
In section 4.3.3 the IP which is specified for Http, Socks and SOAP is 10.10.10.100. I'm wondering what does this IP represent? In the video tutorial the address is 192.168.1.1. In our configuration we set this address to 127.0.0.1 (because the proxy resides on the same machine). So, say we've got an Amazon server instance with IP 123.456.78.9. What shall we specify in the MPS configuration?