How can I create something like ProxyShield?
http://www.gigeservers.com/ddos_protection_brochure.pdf

How can I create something like ProxyShield?
I don't know. Maybe you could feed us some info on what ProxyShield is so we don't have to read marketoid spanglish?

Hard to say, it looks like you set the dns for your site to an IP on the proxy server, and the proxy its a linux server running apache2 and it does Multi-Gig Aggregation, flood Mitigation, Packet Inspection, and Out-of-state filtering, and then if the traffic is good it sends the traffic to the actual web server, I am guess in it uses IPtables and something else.

Since it says "Multi-Gig Aggregation" Im assuming the proxy server has at least 2 Gigabit nic cards with 1Gbps connections to the core router.

Can anyone add to how to do the stuff I missed?

Well, I'm no network architect, and apart from obvious things like their multiple fat pipe infrastructure I think you could mimic it partially like this: I'net cloud->[router->firewall->pkt+proto filter]->[reverse proxy]->[backend]. Expanding your setup adding a loadbalancer, multiple proxies, separate NIDS box, etc, etc only is a money thing... BTW, AFAIK xDoS attacks aren't stoppable on any single server. You still need cooperation from an upstream provider to either limit access or shut down the pipe in the worst case scenario.