Need help in building a proxy server

Hi...

I am a newbie in VB but I want to build a proxy server (I have a philosophy "Learning by Doing")
could anyone tell me step-by-step process that a proxy does and code in VB or C++ which describes that process (simple but clear explanation expected)

thanks ....

If you go search on the C++ part of this site, i believe that there's a proxy class to download.
But uhmm you're a beginner in VB, right? Maybe start with something more realistic :-)

Crazy D :-)

as i said before i believe in "learning by doing", my idea is learning VB (especially those intermediate and up level) by building a hard project so i have to find out how....how..... that makes me keep learning, trying to find anything new...

thanks....

PS : if you know something about proxy maybe you can share those knowledge with me ?