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How to install a proxy server on a Linux server and use it from my Windows computer?

My Linux server is in the USA. I'm in Canada. I want to use my Linux server as a proxy to be "detected" as coming from the USA when I surf the web. Thank you for your help! It would be nice to have a step-by-step how-to.

Public Comments

1. You can try parallels desktop which allows you to use multiple operating systems as an application that may help. I use it to run microsoft office on my mac.
2. The Squid Proxy is very common and easy to setup. I included a link to the Ubuntu setup below, but it can be applied to other distros as well. Make sure you spend some time configuring security settings, such as requiring a password and restricting it to only certain IPs. Also, keep it updated...
3. A very easy and non-permanent way to do this can be done using ssh. You could use cron to automate this so that it is always on, or on at certain times. Check out this website for a very clear tutorial on how to do this. http://embraceubuntu.com/2006/12/08/ssh-tunnel-socks-proxy-forwarding-secure-browsing/