Sorry if this is a really stupid question ... I have Googled but I don't understand what I find.

I have a VPS with WHM and Cpanel.

I want to have a proxy server for only me to use, it's fine if it's only one IP address, but I want to be able to log in to sites and have things work that don't work with the free proxies, I want it to be in the USA (which my hosting is), and I don't want it to give all my login information to somebody.

So I know I could pay for a proxy service but it just seems to me that there should be some way I can access the internet through one of the IPs on my own VPS. I just can't find information on how to do it. Can anybody point me to something that will explain it (preferably on a "for dummies" level)?

Thanks for reading! Rosie