Anonymous Web site surfing

I want to have the guidelines for developing "Anonymous web site surfing".
I think I need to do the following process(roughly)
1) request a page to destination server
2) get the response
3) change those response as my own response
4) reply them to the user.

I have a little problem in step 2 and step 3.

I may be in wrong approach.
Pls let me have guidelines from you or let me know your idea.

You should just use an Anonymous proxy to surf the web

Thank you so much for your answer.
Could you please explain it just a little bit in detail.