Linux Security proxy server?

Hello. I want to setup a linux proxy secure server. I have setup a proxy server that runs tiny-proxy well. But the problem is that data is not secured between the proxy server and the client. I need a way to make a proxy server which encrypts the data, and VPN is not a solution in this case, neither is OpenSSH, as it need to install / setup on the client side. Any ideas?

No proxy, regardless coding is safe. To escape the real IP address and data through things like Flash, Java and IPv6 and a host of other methods. Do not trust anything important for any proxy.

TOR VPN Proxy setup howto – hide/change your IP address!

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