You will find an open source WAP/Web Proxy Software - [[url removed, login to view]]
It is written in Perl and it is not a very large code base.
Here is how I understand this project.
Step 1: Acquire a high level understanding of the above code.
Once you have a reasonable knowledge of the code there are two high level requirements.
1. Add more logging capabilities if possible, like dumping all the HTTP headers and other details on both sides of the proxy.
2. Add a custom tag to all the html pages that pass through proxy towards the browser. (My thought is when u see a Body tag in the HTML being sent to the browser, simply add the tag which is a simply image call.)
I think it is a simple project. All you need is a reasonable Perl and HTTP knowledge and some programming experience.