Using a Mac as a wireless router, and run all wireless traffic through a proxy/VPN?

I am looking to use a Mac (Snow Leopard) as a wireless router, so I can wirelessly connect my laptop (Windows XP) and Android 2.1 (rooted) phone. However, I would like all of my wireless traffic to be sent through a proxy server, or maybe a VPN with my home computer (Windows 7).

How can I do this?

Also, it would be preferred if all of the local Mac traffic was NOT sent through the proxy server or VPN; but its not necessary.

Please note, I know very very little about a Mac.

Here are instructions on setting up the mac as a router.

I'm not sure about not sending Mac stuff through the VPN, since I think it would require 2 connections on that Mac (since the one connection is the one you are sending the other devices through).