Windows Server 2008 and Private Proxy Creation

I have Windows Server 2008 standard edition installed, and I am looking for a way to create private proxies with the server. My question is what software should I use for the best results, and is it even possible to do this with Windows Server 2008 standard edition. Where can I find the software? How do I configure the software and the server? Please help I have searched the forum and the search engines for answers to this question with on concrete answer.
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