You could use Squid (not Delegated, by now it's got vulnerabilities), httport or stunnel (tunnels other protocols tru http) or junkbuster. Perl scripts to do proxying could be http route, fwdport, perl proxy, Httpsniffer or search for "J Marshall".
btw1: this traffic all goes tru unencrypted. It will be sniffable.
btw2: your shop's proxy/fw may be blocking traffic back in that doesnt have the ip address of the proxy/fw.
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