Proxy server setup?

What I would like to know is; how to properly set up a 'proxy server' at my friends location... Does anyone know of a good program that will help me out?

I tried using a program called 'CCProxy', for my purpose, but had problems using it... I emailed the program's support for help and they gave me this answer to the question I asked: "Hello, CCProxy can't hide your real IP. To let client access the Internet via CCProxy, clients must ping through the server." That answer confused me...

Any help would be GREATLY appreciated

Thanks :)

AnalogX.com has a freeware proxy server that's probably just what you're looking for.

[url]http://www.analogx.com/contents/download/network/proxy.htm[/url]

It supports HTTP, HTTPS, SOCKS4, SOCKS5, NNTP, POP*, SMTP, and FTP and spells out how to set it up in the istructions.

I would also s***est that you take a look at Squid:

[url]http://www.squid-cache.org/[/url]