I love proxies =D
I posted a tutorial on bypassing school filters and restrictions a while ago. Had information on setting up and running a webserver to use scripts like that on. Run a search for my name if you like. Theres a Zip file along with it that has proxy scripts along with upload scripts (PHP) all with built in login scripts and IP loggers.
Heres a nice webserver you should look into if you are planning on doing this sort of thing on a windows box.
http://sourceforge.net/projects/miniserver/ Requires no installing, just unpack and run. I even run it on school computers. Its Apache and runs PHP, cgi, perl, even has a MySQL server in it.