How can I change the proxy server from the router?

how can I change the proxy server from the router %26quot; to change it for all connected computers%26quot; I have linksys WAG300NHow can I change the proxy server from the router?I don't think you can do this natively with a linksys router. You can probably do it by installing DD-WRT on the router, but it might be too hard/risky if you are not pretty comfortable with computers.