I have only one lan card, i want to set up a proxy server and redirect all other pc to my pc for content filtering, does any one knows any better method, because i cant afford new lan card.

What operating system are you running? This would not be too big a problem for Linux. Not sure about Windows, though Windows Server editions should be able to do this - effectively turning your system into a gateway/proxy server.

what if we are using xp.... i will download the necessary software... please give me the necessary instruction.

There is no requirement to have more than one card for a proxy server. The same card can be used for traffic to come into and out of the proxy server. Obviously, a GB Ethernet card could handle much more traffic than a 10/100 card.

So , how do i set it.... I have 10 computer linked with a single switch , a router is attached too which has dhcp on, i want to do content filtering..... Please help