First, you need to download yourself a proxy server. As an example, we will install squid, which must first be downloaded from the Internet. This can be done on the official website www.squid-cache.org/. Once you have downloaded the archive squid.rar extract it to the folder c:squid. Of course, you can install it in another folder, but then you have to adjust .bat files. Next, install squid as a system service and create the cache using the install_step1.bat and install_step2.bat files.
Now your computer is running squid25, to verify that you can use by going to "My computer". Next, click the Management tab, and then "Services". Find the file called squid25. After verification you need to register in the browser's settings by typing the address 127.0.0.1 and port 3128. In each browser the path to these settings is different, but finding this place is quite easy.
Almost all browsers setting the proxy servers is the same. It is also worth noting that you can change the parameters, for example, replacing another proxy server. This is done almost as well as installing from scratch. Further, we can assume that the process of installing a proxyserver on your computer came to an end.
Of course, there is a sufficient number of other ways out of the situation, but this is the most convenient and accessible for the average user of a personal computer. Remember that the above service does not provide a solution to all possible problems, but only slightly speeds up the work in the Internet. In this regard, the search for proxy server, suitable for your needs. As you can see, set this function on the computer really, the main thing is to alternately configure all system settings.