ASP or ASP.NET proxy script

The problem:
Our new IT manager, had the brilliant idea to install WebBlocker on our main gateway server, this particular piece of software is very aggressive on what it blocks, basically is has a constantly updated list of Internet pages that contains stuff to be blocked; porn, racism you name it, not bad you may say, but it also blocks URLS that contain words like strip, naked and so on, so everybody in the building can't access some legit sites, so I thought, no problem, lets use a proxy server like proxify, it turns out it also blocks all known proxy servers, damn it, I have access to the main server and can tweak with it, but I will be caught as only 3 people can physically access it.

The solution: (I seek)
I would like to install at my home server, a script that will act as a proxy server, so all calls to pages are seen as ending at my server, it must encode the URL also, where can I find such script for ASP or ASP.NET? Or is it difficult to build one? Any pointers appriciatted.

It may be an agressive filter but surely if it is any good you will be able to exclude sites.

Well I said linux because proxy capabilities come preinstalled with most distros, for free. I'm sure there are proxy servers for windows. Second looks at doing it in asp.net (or any other web based language) makes me think that it would take you too long to write... You would have to handle cookies, rewrite all urls inside the page to go through your proxy, handle POST requests some how etc.

what was your solution for this? I am trying to do the same thing. I installed a CGIProxy but it doesnt handle SSL. IFrames doesnt work because the packets are still caught by the content filter (WebSense). Has to be a better solution.