Setting up a proxy server using RHEL5

I recently downloaded a copy of RHEL 5 and installed it on an old
Pentium 733 Mhz with 512 MB of RAM....I am trying to set up a proxy
server for the small network I intend to set up in my room, consisting
of a PC running Windows XP, an IMac running Yellow Dog, and the old
Pentium that I am running RH5 on.... Can anyone suggest a step-by-step
reference that could help me out??

I have seen some diagrams in the searches that I have done that
illustrated how to share my broadband connection (http://
www.aboutdebian.com/proxy.htm). However, my connection is different
in that my ISP modem connects to a router, and from the router an
ethernet cable connects to another router in my room, which the 3
computers are now connected to....I want to put my proxy server
between the 2 routers, but I am afraid that the 'external' router (the
one in the other room that I have wired to the router in my room...)
will prevent me from reaching the internet....

I am a newbie, but I am really interested in Linux...any help would be
greatly appreciated

blues