hello people
i was looking for a good anonymous proxy server and i landed over at blackcode.com and
seen they have a anonymous proxy server
and i started thinking would this be a really hard task to make one for your self ?

so the question i am putting forward her is
would it be hard to build or setup your own anonymous proxy ?

would it be eqpensive ?

what would i need to setup my own anonymous proxy ?

thanks to all who reply in advance
looking forward to hearing all points of views