ok so you're saying that you want to setup a proxy server that has ssh capabilities (probably so you can administer it remotely)? Or are you thinking of something different?
If you want a proxy server then you need to setup squid. www.squid-cache.org.
If squid is already installed the config file should be in /etc/squid/squid.conf.
If you want to redirect all port 80 traffic to pass through the proxy (this is known as a transparent proxy), then you have to use your firewall to route all outbount port 80 traffic to pass through your proxy server port (usually port 3128 or 8080).
You should be able to find a lot of documentation on squid and transparent proxies via google. If you had something else in mind then repost and be more specific as to what exactly you want to setup.