eviltechie: This isn't a proxy server. This is simply setting up the computer with 2 NICs to be a NAT device (or as it's commonly named, a "router"). Granted, I'm not really quallified to explain a proxy server, but I'm pretty sure this isn't it.
jhebert: You don't need to use a crossover cable if you're going to connect the second NIC to the switch, as it sounds like you're planning on doing. Greg Orza's description seems accurate for getting it set up, though.
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