How to create a simple anonymous proxy server?

I want to create a simple anonymous proxy server to demonstrate an experiment.

I want to monitor the input packets and output packets of this proxy as well.

Are there any available software or code to achieve this?

It might be a good idea to name the OS you plan on using..

Proxy software, you can find lots.. Use google..

Making them "anonymous" depends on the configuration..

I perfer WINXP because I need to demonstrate it in my presentation.

>Proxy software, you can find lots.. Use google..
I've tried and I found many of them. Are there any simple one you would suggest?

I need the data to be encrypted behind the proxy server, like IPSec, SSL.
When a packet goes in, it is encrypted and forward to the client side.
We search for any relationship between the incoming and outgoing packets.

The relation won't be there.. That's the whole point of encryption..

What if the size of the packet?

if two packets with the same or similar size is put in, will the encrypted packets be with the same size in length?

What if the time duration between two packet?

If the time duration of input is the same, will the output do?