PHProxy is a small anonymous proxy written in PHP.
PHProxy need a web server with PHP support.
Download the PHP code here poxy-0.5b2.zip or directly on Sourceforge http://sourceforge.net/projects/poxy/.
To install PHProxy, just make the code available on a PHP web server.
Just uncompress the zip file in a public folder.
You can edit the configuration at the begining of index.php