Lets use the most commonly available proxy server for Linux and the most stable one around, Squid. Installing and configuring it is a breeze as you'll soon find out. To make things simpler I would suggest that you get the Squid RPM from any of the download on the net for your distro.The latest Stable release of Squid is squid-2.3.STABLE1-5.i386.rpm. If you are not able to find it on your distro's CD then i would suggest you try out http://www.rpmfind.net/ After having downloaded the RPM install it with the following command.
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