Basically, all you need to do is SSH to any Shell account that you have access to (it can even be your own PC from another location) with the option -D. For example:

  ssh -D 9995  [user]@atlas16.hep.anl.gov

will connect to atlas16.hep.anl.gov as [user], and create a proxy server at port 9995 (this does not need to be set up on the shell).

Then all you have to do is configure your browser clients to use “localhost” as a SOCKS v5 server. For Firefox, this is in Edit > Preferences (or Tools > Options on Windows). Click the Advanced tab, and then the Network tab under it. Then open Settings, and select Manual Proxy Configuration. Type localhost ONLY in the SOCKS Host box, and type the same port number you used above.

That's it! To turn the proxy off, close your SSH session and change your browser settings

Do not forget to close it - if you will keep proxy open all the time all web trafic will go over atlas16 and will be monitored.