i have never set up a proxy on a winBox for a linux box, but it should work the same as win 2 win. just get some proxy software for window$, i used to use the one on
http://www.analogx.com , its pretty easy to set up and FREE! once you get that set up, just tell your linux box to connect through that computers proxy(it should just be the other boxes ip address). i think this should work, its been a while since i used mine!
hope this helps!
_peace