I have installed WinProxy on MANY servers in the past. True, all were NT 4.0 Servers, but what a great product. I can make it do SQL*Net without any trouble. I can have the remote clients using developer 2000 applications from Oracle, thru the proxy. That is a great asset.
I tend to install it into its own drive, of at least 500Mb size. Then I dedicate that drive just for the proxy. In my case I usually do an F:\ drive or G:\ drive. It must be NTFS. I usually allow for all but abou 50 - 100Mb for the cache. I leave the rest in case I ever decide to turn on logging, then I dont get a problem with space. Good proactive thinking, no?
Installed WinProxy 2.1f :
I really like the feature, where you can fill your host names in the special configuration section, under DNS, in the advanced properties tab. Click on the Named Hosts option (modifies the NamedList.pxy file), and point all your clients to that server, as the dns server. As long as the proxy server knows about your domain name, it will do all internal domain name resolutions for you. In addition, since it has a connection to the Internet, it will also perform full DNS. So the bottom lines, is you get a secure DNS server, without needing to know anything about "zones", and without the security risks of a true DNS server.
The Port Mappings, are great too. You can setup incoming or outgoing, or both. They can be tcp or udp connections. These combinations allow you to do SO much with the private mappings, that there really is no limit to what you can do. But be careful, because each hole you open, can be seeked out by a port scanner. So you really should only open up what you need. But what a relief to know that you can.
Also note that I skipped mail during setup, because I didnt have all the information at the time. This is usually the case, but it can always be updated later. WinProxy allows some great options, that I used to used the named ports for. They allow each user, in his/her mail client, to specify their own mail server and username. Sounds normal, I know, but think it over. Normally, any non-MSProxy type of Proxy, will force the user to look at the proxy, to find the mail servers (smtp and pop/imap). This only allows ONE configuration, normally. But by allowing the client to list there own, in myusername#mailserver.domain.com format, it does it all.
One more note, that is very important. For whatever reason, I never had trouble with this prior to version 2.1d. But, if you elect to run the application as a service, and choose to have it be interactive, it WILL crash out after about 30sec - 2min, of startup. I am told by a good authority, that ANY service that requires network usage on startup, cant be setup with the option of interacting with the desktop. Seems it cant perform both function at the same time. I always liked being able to control and modify the advanced properties, while it was running, just by double clicking the "mask" in the systray. But it is more important for me to have this application run as a service, so that if nobody logs on the console, the application still starts ..... and my pager stays quiet !!!