I need to use my phone as emulator/target/virtual device when I run my application.
I have installed HTC Sync and the USB driver is in order.
I have enabled the USB Debuggin
Finally - it works!
In Run Configurations -> Target -> Select "Manual" instead of "Automatic", then you have to choose device or emualtor when you run the application. And then I could choose my phone instead of the emulators.