I'm currently using a Squid server on Windows to provide an HTTP proxy to other PCs in my internal network. With programs like ProxyCap you can force any application to use a proxy, which is pretty cool. HOWEVER, for gaming you need a SOCKS5 server capable of relaying UDP packets.
I've searched FAR and WIDE for a full SOCKS5 server but I've been unsuccessful. Do you know any server that could help me?