although i'm not really sure what you mean by an internet server, i'm guessing you mean gateway, well my suggestion would be use squid if you running a network.
squid is a proxy server that will cache files accessed via the internet so when someone on your network accesses the same page twice, rather than go to the internet again and use your bandwidth it just gets the page from squid.
now as for a step by step guide, you don't need one, it's really easy!
just edit the /etc/squid/squid.conf file to remove the http_access rules
# Only allow cachemgr access from localhost
http_access allow manager localhost
http_access deny manager
# Deny requests to unknown ports
http_access deny !Safe_ports
# Deny CONNECT to other than SSL ports
http_access deny CONNECT !SSL_ports
# Only allow cachemgr access from localhost
# http_access allow manager localhost
# http_access deny manager
# Deny requests to unknown ports
# http_access deny !Safe_ports
# Deny CONNECT to other than SSL ports
# http_access deny CONNECT !SSL_ports
and so on and so on. then add the following
http_access allow all
once that is done, start the squid service
'/etc/init.d/squid start'
make sure it starts every time you turn on the machie
chkconfig squid on
and then get your client to connect via squid
go into your web browsers and set the proxy settings to
ip-address-of-your-squid-server with port 3128 (is normally the defaul)
i have plently more information about squid doing lots of other things with squid on my website have a look if your interested
http://www.yourhowto.org/
also i'd suggest you download webmin
http://www.webmin.com
and have a look at the squid module, look at the ACL's and http_access rules
the way i've told you to set this up will get you going, but thats not the best way of getting it to run.
