Privoxy is a free opensource Non-Caching Proxy with advanced filtering capabilities for enhanced online privacy blocking ADs, Banners etc and content not suited for children (parental control). Privoxy is based on the free Opensource Internet Junk Buster.
Privoxy is easy to install and requires little to no configuration changes necessary. Install Privoxy and it automatically starts and listens on port 8118.
Again, all you need to do is to change the proxy settings on your browser to IP address of the system running Privoxy or localhost (if its your pc) and port 8118. Check here to alter proxy settings in Internet Explorer and Firefox.