proxy server

look here:
http://www.squid-cache.org/

if your using redhat there is an rpm for it, and some minor config to the squid.conf and your all set

Here is a link to the howto.

http://www.okcforum.org/~markg/Firewall-HOWTO.html

Randy

First you have to install rpm package of Squid and then edit the squid.conf file like the following:
$vi /etc/squid/squid.conf
http_port 169.165.0.236:3128
icp_port 3130
tcp_outgoing_address 202.9.161.204
cache_mem 16 MB
cache_dir ufs /usr/local/squid/cache 200 16 256
acl users src 169.165.0.0/255.255.255.0

I hope this will help you.