Advise the local caching proxy server (win7)

There is a problem — not very fast Internet. It is both comfortable to use and listen to music or watch videos is quite difficult. Because the music is often repeated, it would be cool to cache.

Particularly interested in solution under win7. Google recommends HandyCache, but I have it with its function to cope refused (if anyone has experience of taming under win7 — I would be very grateful).