I know for certain that Privoxy will do that. It might be overkill but I like that software a lot, it is great at filtering out ads mainly.
I only recommend free software btw.
I'm a computer guy that just joined this forum and I wanted to throw in my 2 cents.
You have things a bit backwards, Internet Explorer is your security risk that was preinstalled in Windows. Using Firefox is your best way to mitigate that risk.
I'm an Information Security Analyst...
I think I know what you're trying to do and I don't recommend using your own computer to accomplish that. The best thing would be if you knew your way around Linux or FreeBSD and set up a separate machine as your Internet gateway. Consider that your communication can't really 'hop' across the...