I use privoxy. You can install it with
opkg update
pkg install privoxy
Once you have it installed you need change the listen-address in /etc/privoxy/config file to your router ip address such as listen-address 192.168.1.1:8118. You need change default setting permit-access 192.168.1.0/24 to something else if you use a different sub set.
Last you need start up the proxy server with command /etc/init.d/privoxy start. If you want have router starts proxy server automatically at boot you can create a soft link for it in /etc/rc.d. The command for it is ln -s ../init.d/privoxy /etc/rc.d/S70privoxy.
You'll need to add the proxy information to your internet browser to use it.
confdir /etc/privoxy
logdir /var/log
filterfile default.filter
logfile privoxy
actionsfile match-all.action # Actions that are applied to all sites and maybe overruled later on.
actionsfile default.action # Main actions file
#actionsfile user.action # User customizations
#listen-address 127.0.0.1:8118
listen-address 192.168.1.1:8118
toggle 0
enable-remote-toggle 1
enable-remote-http-toggle 0
enable-edit-actions 1
enforce-blocks 0
buffer-limit 4096
forwarded-connect-retries 0
accept-intercepted-requests 0
allow-cgi-request-crunching 0
split-large-forms 0
keep-alive-timeout 300
socket-timeout 300
permit-access 192.168.1.0/24
debug 1 # show each GET/POST/CONNECT request
debug 4096 # Startup banner and warnings
debug 8192 # Errors - *we highly recommended enabling this*
#admin-address privoxy-admin@example.com
#proxy-info-url http://www.example.com/proxy-service.html
(Last edited by wzhang on 10 Jun 2011, 21:43)