You'll have to open a connection with port 80 (or whatever port it listens) of your proxy sever. The Socket module will do that for you. After that, you'll just need to request the page you want to the proxy, by sending it a string such as:

GET http://www.siteyouwant.com/pageyouneed.html HTML/1.1
[download]

The proxy will look into its database if it has a current copy of the page, otherwise it will request it to the web server. Then, the page will be served to your client over the connection you created.

Michele.