Secure Encrypted Tunnel Through Firewall For HTTP

I am a network noob. There, we got that out of the way.

I would like to have a secure encrypted connection through the firewall
where I work (XP PC that uses a proxy server), to my home Ubuntu
desktop machine behind a firewalled router, so that I may browse
without prying eyes. I use Firefox as my browser. I have several
questions that I hope someone can give me some detailed answers.

recap:
SECURE, ENCRYPTED HTTP CONNECTION FROM 10.XXX.XXX.XXX (work) THROUGH
PROXY SERVER TO 192.XXX.XXX.XXX WHICH IS BEHIND FIREWALL @
6XX.XXX.XXX.XXX (home).

Questions:
Does it matter that I need to go through a proxy server to get

Does it matter that the Gateway at work, when scanned only shows one
UDP port open?

Does it matter that the proxy server at work, when scanned only shows
one UDP port open?

What do I need to have installed on the Ubuntu desktop to act as the
server, and how do I configure it?

What do I have to have installed on the work PC, and how do I configure
it?

What do I need to do with my firewalled router at home (ports, etc)?

Not asking much am I?

Your responses would be greatly appreciated.

--
Meow