This tutorial has been on my mind off and on for several months now. Joining the team here at Windows Guides has given me the opportunity to finally post it. After my son asked me a few weeks ago for a good proxy I thought maybe I dedicate this and the next tutorial to him.
This is a long yet not a really difficult tutorial if you follow along. I have done my best to simplify it as much as possible. May I suggest you read the whole thing and get your downloads together before you start.