I've set-up a Proxy Server (Block Porn sites) before, and stopped now as personnal reason.
I think I can drop down something here for people want to setup one.

/etc/squid/squid.conf
...
# INSERT YOUR OWN RULE(S) HERE TO ALLOW ACCESS FROM YOUR CLIENTS
# Example rule allowing access from your local networks. Adapt
# to list your (internal) IP networks from where browsing should
# be allowed
#acl our_networks src 192.168.1.0/24 192.168.2.0/24
#http_access allow our_networks

# And finally deny all other access to this proxy
http_access allow localhost

# Refuse the following web-sites (Refused web-sites like Porn)
acl SexDomains dstdomain "/etc/squid/domains.txt"
acl SexIPs dst "/etc/squid/IPs.txt"
acl SexExpression dstdom_regex -i "/etc/squid/expressions.txt"
acl Others dstdomain "/etc/squid/Others.txt"
http_access deny SexDomains
http_access deny SexIPs
http_access deny SexExpression
http_access deny Others

# Original deny all -> allow all (allow ALL incomings)
# http_access deny all
http_access allow all
...

Above domains.txt is a text-file contains web-sites to be blocked
e.g. /etc/squid/domains.txt
.yahoo.com
.google.com
.msn.com
...

Regards
FreeCat.idv.hk