Ah, now it's a bit clearer - but still haven't got it working. Setting the remote IP address with port 8080 in FireFox on the local machine, and having the remote router forward port 8080 to the mac, I do get the request hitting the proxy, but I get the error: 1260041159.
898 0 192.168.0.1 TCP_DENIED/403 3084 GET http://uk.finance.yahoo.com/currencies/converter/? - NONE/- ...