If you need to configure a Windows system as a proxy server, you can use AnalogX Proxy, which is available for free.
AnalogX Proxy provides the following proxy services using the ports listed below:
HTTP (web browsers) (port 6588)
HTTPS (secure web browsers) (port 6588)
SOCKS4 (TCP proxying) (port 1080)
SOCKS4a (TCP proxying w/ DNS lookups) (port 1080)
SOCKS5 (only partial support, no UDP) (port 1080)
NNTP (usenet newsgroups) (port 119)
POP3 (receiving email) (port 110)
SMTP (sending email) (port 25)
FTP (file transfers) (port 21)
It is possible to change the ports used by AnalogX Proxy for the various proxy services it supports.
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