Install Squid Proxy Server
How to install and configure the squid proxy server under Debian Linux
Install the package using apt:
apt-get install squid
Edit /etc/squid/squid.conf
and uncomment the lines
acl localnet src 10.0.0.0/8
and http_access allow localnet
to allow that you can connect from internal networks and tunnels.
Restart squid:
/etc/init.d/squid restart
Now you can connect to port 3128 and use squid to cache the requests.