I would like to set up one of the webproxy things on my website. By that I mean services like...

http://webwarper.net/
http://webwarper.net/
https://www.megaproxy.com/

I do not have a clue where to start I am hoping someone here could help me (we could all use it if i can get it online :P) I am running a unix server with no SQL thingy, but it allows cgi scripts and php thingies.

Thanks