on setting up a proxy?

I've followed these instructions: http://www.linquist.net/geek/proxy. and have become very frustrated. all i have not done is to open the port on my router, but I do not think I can, because I have a Linksys SD205 switch. I could not find a place to open in the browser interface of the switch. Shead please shed some light on the subject. I get the error message when I open the putty NETWORK ERROR: CONNECTION REFUSED

Hello, a parameter is not a router. no ports will be blocked for you. what you need to know is where do YouAre your NAT. performming NAT device is for you, is the device you need to open ports in.

How to use a router as a virtual proxy, Part 1