Today I've just uploaded a fork of polipo to my Github account. it is a caching proxy server which works really well with a tiny amount of resources. It is primarily driven by Unix development so it has a version that works on Cygwin and a version that is not considered complete or tested that can use the Mingw toolchain.
I wanted to get it working with Visual Studio and I stumbled across some work here at polipovc where someone got it working with Visual Studio. It is a code dump rather than a series of patches, so I took the polipo git repository on Github and forked it. I then applied the changes as a series of patches making minimal changes in each one and tried to normalise it with the project coding style. I also created a solution for Visual Studio 2010. It compiles for 32-bit and 64-bit (but just ignore the swatches of warnings).
The on-disk cache seems to not be working properly right now so I might look a bit more closely into why that is the case. To be honest the directory checks need to be factored out.
You can see my polipo github repository here.