I would either run VM Player or VirtualBox.
I just still have few skills navigating around in Linux.
Especially deep inside config files.
That's why I was looking for something I could edit minimally, and would be easy to run inside VBox with attached USB storage.
With storage being as cheap as it is, and AT&T implementing a cap in the near future, I figure running a cache server for MS and Norton AV updates would help save some bytes.
*EDIT* I looked at your link, and tried searching for cache proxy, and the only one that seemed to do what I want had no real notes/documentation.
I should also add that Anandtech had a pretty good how-to on it, so if I have more than enough time to fidget around I could possibly get it working myself. */EDIT*