Hi Daley,
Thanks for the advice but I must be doing something wrong, because both MSN Msssanger and my Antivirus Software (eTrust Antivirus) have a proxy supported feature.
MSN allow you to enter HTTP, Socks Version 4 or 5.
I selected HTTP with the port 8080, entered my user id and proxy password and also the realm of "squid proxy-caching web" but still with out any joy.
My antivirus allows entry of the ip and port together with user id and password, again without any joy.
I added my server address 192.168.0.11 as a default gateway as you suggested but still no joy I'm afraid to say.
Regards
Dave