Linux Proxy Server ?

["Troy Henley" <tgh () cprslaw com>]

Hi, I am interested in setting up a proxy server for our office network.
Because of the low cost of Linux, I was interested in using it as a proxy
server.  Could anyone provide me with concerns and obstacles to look our 
for in this project?  Is Linux a good solution for a proxy server?

Does anyone know of a URL or step-by-step guide to setting up Red-Hat or
some other distribution of Linux as a proxy server?  Thank you very much !

Troy Henley
tgh () cprslaw com