You need to use SRVANY, which ships with the NT resource kit (available from ftp.microsoft.com) . All the documentation you need is included. If you want
to configure it, you will have to enable "Allow service to interact with
desktop", do your changes, and then disable again under the service control
manager in control panel.
Use a Proxy server on my ISP? Yes. What you need to do is remove the WWW
Proxy in WinGate, and add a mapped link on port 80 which maps through to the
proxy server on your ISP (normally on port 8080 - you should get the details