Install Privoxy. See the section Installing.
Start Privoxy. See the section Starting Privoxy.
Change your browser's configuration to use the proxy localhost on port 8118. See the section Starting Privoxy.
Enjoy surfing with enhanced comfort and privacy. Please see the section Contacting the Developers on how to report bugs or problems with websites or to get help. You may want to change the file user.action to further tweak your new browsing experience.