Why would you need a proxy server?
If I remember correctly it shouldn't be hard.
Do you have a linux server?
Here.
Try to follow these steps.
I know it wasn't very clear, but I believe with a little bit of knowledge you should be able to do it.
#RO-Server Proxy IP Tables (Replace 0.0.0.0 with your Main Server IP & Port with Your Server Port)
iptables-save > /etc/iptables_rules
/sbin/iptables-restore < /etc/iptables_rules
iptables -t nat -A PREROUTING -p tcp --dport 6900 -j DNAT --to-destination 0.0.0.0:6900
iptables -t nat -A PREROUTING -p tcp --dport 5121 -j DNAT --to-destination 0.0.0.0:5121
iptables -t nat -A PREROUTING -p tcp --dport 6121 -j DNAT --to-destination 0.0.0.0:6121
iptables -t nat -A POSTROUTING -j MASQUERADE
sysctl net.ipv4.ip_forward=1
# Allow Ragnarok Online
iptables -A INPUT -p tcp --dport 6900 -m state --state NEW -j ACCEPT
iptables -A INPUT -p tcp --dport 5121 -m state --state NEW -j ACCEPT
iptables -A INPUT -p tcp --dport 6121 -m state --state NEW -j ACCEPT
# Have these rules take effect when iptables is started
iptables-save
After this, just change your client IP Address to the proxy server IP.
CrescentSaga's post in Setup Proxy in Server was marked as the answer