I am working together intensively with a colleague on the Canary Islands. We speak through live messenger and work together using a RDP software. She has frequent problems with connections to certain big-name and small-name sites (amongst others live.com, google.com, gmx.de) very likely to be caused by the spanish provider (the connections simply time out, this has been going on for weeks already). I have been thinking about setting up my computer as a proxy to make these connections work. I have a DSL connection and am behind a NAT capable router that I control.

Does anybody know a simple, "one-click" way to transport ALL network traffic through a remote proxy? Without having to set proxy settings for each application that uses the internet?

VPN is not an option, because I am behind a firewall that supports protocol 47 and such, but I have never succeeded in getting an incoming VPN connection to work. I can however redirect normal traffic using NAT. A VPN solution that does not need strange protocols would also be an option.