You will need a Unix account somewhere on the internet to run most BNCs (bouncer).
Two particular pieces of software I found are:
EZBounce and
psybnc.
I quickly downloaded ezbnc and the instructions will belong to this (commands are in italics):
1. Download the application
2. gunzip the download
ezbounce-1.04a.tar.gz
3. Untar the file
tar -xvf ezbounce-1.04a.tar
4. change to the directory created
cd ezbounce-1.04a
5. configure the build
./configure
6. make
make
7. edit ezb.conf
The listen port should be > 1023. I usually choose something easy to remember in the 30ks.
Most of the other settings you can leave be...
vhosts: Choose a vhost that is available on your system. Your shell provider can help with this.
Users: username, address they are coming from, and anything you might want to deny him.