Since no one has spelled out exactly how to do this, I will:
Use Squid to redirect every request to a CGI script running on a local 
webserver.  Include in the redirect query terms the full URL that was 
originally requested.
CGI script creates a frame with your ad at the top of the page...it then 
inserts the requested page into the bottom frame.  Writing the logic to 
frame intelligently, and not frame every object requested or infinitely 
(you only want to frame the page on which subsequent related objects 
appear--this is probably a difficult thing to figure out on a multi-user 
proxy).
Another method...probably easier, but more intrusive.  Redirect users on 
every ".html" or ".htm" request to a javascript popup ad maker...it pops 
up the ad, and then the javascript loads the 'real' site requested in 
the default window.  If you use the same popup ad window name for every 
request and the user keeps that window open, it will simply change the 
ad every time they load a new HTML object--it will act a lot like some 
of the free ISPs that include additional ads.  This is roughly what Joel 
was hinting at.
All of this is theoretical, I've never implemented such a thing, but it 
is certainly possible.  It's just not terribly easy, because none of the 
developers of Squid ever thought of this as a useful (or beneficial) 
feature.  I can only think of two environments where it is really OK: a 
free ISP, or an internet cafe.  Both cases allow you to insist on ads in 
the terms of service.  Would be pretty neat for those purposes though.
Alex Rousskov wrote:
> On Wed, 9 Jan 2002, Peter Kassies wrote:
> 
> 
>>Since I am not requesting, I doubt very much you can push it to
>>me. My browser wouldn't know what to do with it.
>>
> 
> A proxy can (technically) push virtually anything by altering the
> response. In most cases, your browser does not know or care what the
> unmodified response looks like. As an extreme example, a proxy can
> serve you sex.com when you request ptt-post.nl.
> 
> Whether it is polite/legal to do depends on the environment.
> 
> Alex.
> 
> 
> 
>>>-----Oorspronkelijk bericht-----
>>>Van: Kancha . [mailto:kancha2np@yahoo.com]
>>>Verzonden: Wednesday, January 09, 2002 4:41 PM
>>>Aan: Jon Kay
>>>CC: squid-users@squid-cache.org
>>>Onderwerp: Re: [squid-users] push advertisement
>>>
>>>
>>>Well what i mean my "push advertisement" is to display
>>>advertisement without users requesting it. Is it
>>>possible to do so through squid as all web requests go
>>>through the proxy in my case. No matter which site
>>>they are browsing I want to push such popup
>>>advertisement to  my users using the transparent
>>>proxy.
>>>
>>>
>>>--- Jon Kay <jkay@pushcache.com> wrote:
>>>
>>>>"Kancha ." wrote:
>>>>
>>>>>I've setup transparent proxy with squid and all
>>>>>
>>>>web
>>>>
>>>>>traffic has to go through the proxy. Now is there
>>>>>
>>>>a
>>>>
>>>>>way to push advertisment to requests going through
>>>>>
>>>>the proxy.
>>>>
>>>>What do you mean by "push advertisement?"
>>>>--
-- Joe Cooper <joe@swelltech.com> http://www.swelltech.com Web Caching Appliances and SupportReceived on Wed Jan 09 2002 - 18:36:40 MST
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