I want to install the proxy server on my linux machine from where I can get the help and regarding this any free software which will be helpful for me.

Thank you

http://www.freshmeat.net

Thanks for ur help .

What proxy server? For HTTP proxy, your distribution probably has squid, it might has been installed as well. Just configure it, and off you go.

Ya I want to know about squid configuration for HTTP.

Thank you

Just edit /etc/squid/squid.conf. It is the configuration file, and it is well commented too.