Creating a proxy for IE (or other browsers)

I'm using VB.net. I need to create an application that sits in between the browser and the actual internet. Basically, I'm creating an online game that will edit some webpages that are incoming so that they contain parts of the game (it's a kind of scavenger hunt). How would I create this?

Does anybody have any ideas for this? I've found nothing online. If you do know something about this, I prefer code examples and not just subjects. I tend t开发者_如何学Co need big pushes in a direction to learn something new.

Thanks if you can!

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Your best bet is to start with FiddlerCore, which is a .NET Class Library which provides exactly what you're looking for. http://fiddler.wikidot.com/fiddlercore