HandyCache is a caching proxy server software for Windows available in Russian, English and other languages. You can use it for free on your personal computer or small business network to share your connection with up to five users. It's a great alternative for Privoxy and Squid, because it has a completely graphical user interface that works on any modern Windows version, which means no confusing text files to edit or messing up with a command line.
I'm not personally involved with the developer of HandyCache, but I used to be a loyal user who have played with most options. After an extensive research, I haven't found any other graphical proxy software for any operating system with as many useful options as HandyCache.