Hi there. First off, so as not to anger the masses, the correct spelling is %26quot;linux%26quot;, not %26quot;lunix%26quot;. Secondly, you should take a look at squid, an open source, free software package that allows you to do all sorts of fun stuff with proxies under linux. Here' the link to the download for squid:
http://www.icewalkers.com/Linux/Software
Regards,
tau_zeppelin