I am confused...
If you are wanting to share your internetwork via Dial up, that is not what a Proxy Server is for. A Proxy Server is a set of programs that mediate between a workstation user in a networked environment and the Internet beyond. They are associated with a "gateway," which separates the internal network from the outside; a "firewall," which screens all incoming traffic and protects the network from unwelcome intruders and a "caching" program, which looks locally for previously downloaded web pages. If the requested page is not found, the proxy server goes out to the Net and retrieves it, almost invisibly, for the user. This has nothing to do with sharing your internet through Dialup. For something like that your going to need to use ICS or Wingate.
If your wanting a Proxy for firewall purposes, your going to need to build a proxy server, and put either HTTP, or SOCKS 4/5 on it.
Or, you can do it all from your own computer using promixtrons free proxy program:
Just follow the below directions on the following site to get up and running: