Like Artemedes said...
Check out my thread, it's simpler than SetiQ, but I thinks it's still in development.
It's really easy to setup, and seems to do the job great.
You just need the Java runtime environment on your machine which is a free download
Then pop JsetDoor into a new directory, tell it how many WUs you want to cache, point it at your proxy and off it goes..
🙂
Col