proxy server that will ask for username , password and domain

[jindalarpan]

hi all
as idea might be clear to u all from subjet line. let me first tell u in detail
i have installed windows 2003 server and created one domain on that machine called test and now that machine is attached with more 5 comps and are in the same domain. so i want to run some proxy tool that will ask for user name , password and domain also for the authentication and after authenticating will go further and allow users to access internet.
so plz help me out by providing me some information about the tool which can be user for domain authentication with help about how to configure it also.
thanks in advance

[jindalarpan]

i came to know that it someting like MS proxy.
but i m not able to setup MS proxy on Win 2003. so can any one help me out in setting up ms proxy on win2003.
thanks