creating a local internet proxy

[David Glossop]

I want to create a local internet proxy with the initial intention of filtering my son (12yrs) internet access to remove/ mask out any personal details he may post to protect his privacy. i.e. is name, address phone number email. I currently have a simple proxy server I coded (java) to record browser requests and scan returned pages to/from a local web server to help me automate testing and I would like to modify this to point to the internet instead of the local web servers IP/port but having never done this before I'm unsure how this would be done. Ideally it would just be a case of changing the local web servers IP/port with another however I pretty sure this is too simple a view of the problem.

How would one forward a request to the internet given that the machine running the proxy in connected to the internet?