I would like to write a HTTP proxy in VB6 using winsock.

[Schmidt]

Does ANYONE here know how to write a DEAD SIMPLE proxy for HTTP web browsing?

Well, if it really would be as DEAD SIMPLE as you say, then you should not have a problem, to write one yourself I'd think... ;-)

Ok, more seriously ...

I think your main-problem is in managing all the incoming client-connections from the browser (in dedicated, separate Winsock-Instances! ... just two Instances for Incoming and Outgoing connections are definitely not enough).
And each new created Winsock-Instance for a new, incoming connection (which just got "accepted" from the Listener-SocketInstance) - this Incoming-Connection needs to be properly "linked" (or "associated")
with another separate Winsock-Instance for the Outgoing-Connection.

So there needs to be a management (creation and destruction) of those "Link-Pairs" (the two Winsock-instances which make up a Link, with a ProxyClass-instance as the middle-man).

In a normal Surfing-scenario (even as a single User), you will produce a lot of "kept-alive" Connections when running a modern Browser.

In my test-sessions I saw the "Link-Pair-Count" go up to 20-30 Link-Pairs (though not much more) - but that means that 40-60 socket-instances were involved then in total.

In case you want to take a look, I've just posted an example in the VB6-codebank...

Olaf