Teach Me To Set Up Proxy Server!

I want to sell proxies but don't know where to begin. I need someone who knows how to set up legitimate proxies from start to finish TEACH ME. I am willing to pay. I have a rough idea what I need: I have to rent some server space at a server farm and configure it to handle proxies. I want 100's if not 1000's of proxies. Please respond and advise the cost and time required to show me how to do this.