I'm currently testing out a new proxy system that I'd like to try out on my own computer. Because I do not have an additional PC available, I though I'd do it with VMware. Here's what I'd like to do:

The physical computer is to make an Internet connection using the VMware proxy and not the router. The VMware machine must have two network interfaces, one to connect to the internet and one to connect to my physical machine with the proxy as DHCP.
- Is this possible?
- If so, how could I accomplish this?