what do you mean by 'read internet data' ? If it means making an HTTP 'get' request to some URL and getting the data that i think you can try using the 'curl' library http://curl.haxx.se/
Agni
Practically a Master Poster
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What I want to know is how do I set up and use a proxy to intercept the data files sent and then transfer the data to a file so it can be read?
Intercepting data, that's actually the base of a firewall :) ...
Edit:: The following post is maybe what you're looking for (if you're using Windows): http://www.daniweb.com/forums/post784786-3.html
Edit:: This thread might be also useful for you :) ...
tux4life
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