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I have a VPS which is running windows XP SP3 on it. I want to connect from my home PC to the internet through it.

How can I configure a private proxy for this purpose? (sorry I couldn't find a way for windows by searching)

Update: I like to connect to the internet throw that VPS in my Windows Phone 8 too. I see I just can insert username, password, ip address and port in settings area. If I could set it up to run it on WP8, that will be perfect.

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What operating system do you run on your home PC? – Taegost Jul 16 '13 at 21:00
    
windows 8, and I like to use it with my windows phone 8 too. – shinshun Jul 16 '13 at 21:19
    
Possible dupe: superuser.com/questions/262041/… – ernie Jul 16 '13 at 21:21

You can check these 2 tutorials to get an idea of what it would involve, without installing additional software like OpenVPN for instance:

My concern is that your VPS is running such an old OS. Are you stuck with it/unable to change?

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Those two looks to be articles about setting up a VPN, not about using the VPS as a proxy server? – ernie Jul 16 '13 at 21:20
    
@ernie if you want to tunnel your entire internet connection through it, a VPN is the best way to do that. That being said, you should address his question about the OS... a VPS should be running a modern server OS, not Windows XP. – nhinkle Jul 16 '13 at 21:28
    
thank you @pallandt. is there a way to connect from WP8 too? those articles are about PC though, but fine. I have updated my question.. that VPS is good for what I paid for it :) – shinshun Jul 16 '13 at 21:34
    
@shinshun I did a quick google search and it seems that unfortunately there are no VPN clients for Windows Phone 8 atm. I may be wrong, since I don't have personal experience with this device. – user237794 Jul 16 '13 at 21:39
    
yes there is no client, and is not possible due to the OS restrictions. but I think it will work if I had an ip address with username password. I don't know if I can configure that VPS to connect to it this way. – shinshun Jul 16 '13 at 21:42

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