This is a simple job, and shouldent take more than a hour if you know what your doing.
I currently have a VPS which I am planning to run a private CGI proxy on. I need the following to be done
1. Install Apache on my VPS
2. Configure Apache to work with Perl/CGI scripts
3. Download a common CGI Proxy script and make sure it works on the webserver you configured.
4. Provide somewhat of a walkthrough so I would be able to do it myself in the future