Setup ssh proxy under linux

First setup OpenSSH
check your /etc/shells file if it contains a line '/sbin/nologin'

Then you want just add your SSH account like this:

useradd -M -s /sbin/nologin -n username

some version of Linux may like this:

useradd -s /sbin/nologin username

and even the 'nologin' shell is located at '/usr/sbin/nologin' in some
Linux version

Now, you have a SSH server & account setup

Recommended web browser plugins for SSH proxy:
Firefox users checkout autoproxy:
https://addons.mozilla.org/en-US/firefox/addon/autoproxy/
Chrome users checkout Switchy!:
https://chrome.google.com/webstore/detail/caehdcpeofiiigpdhbabniblemipncjj