Well once you have a proxy server running (ideally) at your main site, you simply enter the proxy details in the internet browsers of your workstations at both sites. This can be done automatically through a group policy (if you're running a windows AD domain).
There is a proxy server forum on this site, you could use anything from Microsoft ISA, to Squid (which is free). I have not used Squid before, but apparently it's not too hard to set up.
Carlsberg don't run I.T departments, but if they did they'd probably be more fun.