Install squid proxy:

# yum install squid

Configure:

# vi /etc/squid/squid.conf

Find the line "INSERT YOUR OWN RULE(S) HERE TO ALLOW ACCESS FROM YOUR CLIENTS" and add the following:

acl allowedIP src "/etc/squid/aclList"
http_access allow allowedIP

Exit and save.

Create the list of IP address separated by line to be allowed to use the proxy:

# vi /etc/squid/aclList

192.168.1.1
172.16.0.3
10.10.10.46
192.168.0.0/255.255.255.0

Restart squid:

# /etc/init.d/squid restart