Absolutely possible with Proxomitron.
Prox is like NoScript, HTTP LiveHeaders, RequestPolicy, CookieSafeguard, BetterPrivacy, and whatnot, all put into one program. It's not developed further, but still guarantees me privacy no other tool can do.
The Proxomitron is a universal web filter. Info from their site:
For those who have not yet been introduced, meet the Proxomitron: a free, highly flexible, user-configurable, small but very powerful, local HTTP web-filtering proxy. To become better acquainted, please see our online version of the Proxomitron Help files for a more comprehensive overview.
The current (and last) version of Proxomitron is Naoko 4.5, of which there were two releases, one in May of 2003 followed by one in June. Although very similar, there are distinct differences between the two which are not mentioned in either program's documentation. Both releases are available in the Files section. P.I's focus will be on the latest version -- the June release.
Scott R. Lemmon originally developed the Proxomitron for his own use. He then decided to release it to the public and made himself available to users via email and in several Proxomitron user-discussion groups. His support, like his program, was always free.
With the release of Naoko 4.5, Scott discontinued all further development and support of his program and pulled the official home of Proxomitron off the Web. We respected his decision to move on and wished him all the best -- which is, after all, what he consistently gave to us.
Sadly, one year later, Scott died -- but his brilliance of mind and spirit lives on. Simply put, Proxomitron is a reflection of its creator: To know Scott's program . . . is to know Scott Lemmon.
Check it out! There's a (somewhat) active community.