You can configure the EPEL repository and install privoxy from there.

Download the latest source code.

Install development tools:

yum groupinstall development tools

Install required packages:

yum install zlib-devel pcre-devel w3m

Extract the archive:

tar zxvf privoxy-3.0.24-stable-src.tar.gz

Create a privoxy user:

groupadd -g 1984 privoxy
useradd -d /no/home -M -u 1984 -g privoxy -c Privoxy privoxy

Configure:

autoheader
autoconf
./configure --with-user=privoxy --with-group=privoxy --prefix=/opt/privoxy

Compile:

make

Install:

make -n install
make -s install  USER=privoxy GROUP=privoxy

Privoxy only includes a SysV service, enable this service:

cp privoxy-generic.init /etc/init.d/privoxy
# Edit /etc/init.d/privoxy and change the paths to /opt/privoxy...
# PATH=/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/xpg4/bin:/usr/bin:/sbin:/bin:/opt/privoxy/sbin
# P_CONF_FILE=/opt/privoxy/etc/config
# P_PIDFILE=/opt/privoxy/var/run/privoxy.pid

chkconfig --add privoxy
chkconfig privoxy on

Start privoxy:

service privoxy start

Change listen-address.

Open firewall port.

Check if Privoxy works: http://config.privoxy.org/ or http://p.p