Proxy server is a computer that handles and monitors the traffic between your network and other network (Between a client and server) .The proxy play a rule in the security by checking if the packets are allowed to pass or not your network. The main goal of proxy server is to provide more speed by cashing pages. When the server receive a request it just poll from the existing pages. For example if you have users that request the same page. For the first user, proxy server will forward the request to the destination network (internet) then, proxy server will make a copy of it and forward a copy to the user .Any other request after this ,the proxy will just use the cashed page.

You can configure proxy server to reject some connection types, in LAN network you can reject client’s connection to LAN servers and outbound connections to internet. Restriction can be based on, user, program, protocol, port number or IP address.

ISP employs hundreds of proxy servers .ISP may configure the proxy servers to block some websites and also to block some pages based on content configuration criteria. This returns to the policy of ISP.

A proxy server can work as firewall to scan for virus, worms and other threats and protect your network .you may need to configure your web browser to use the proxy .In case of transparent proxy servers you don’t need to configure your browser.

One important use of proxies is in virtual private networks (VPN).Secure Sockets layer may user https proxies to provide more speed and scan of virus in communication tunnels. The advantage of https proxy over regular proxy server that it can encrypt, decrypt, and cache encrypted data. Regular proxies cant save encrypted data.

Do you know where i can find a tutorial on how te setup an proxy?

Here is the answer

Proxy servers