Build a simple proxy
ZSH - 57 + 42 characters

Server:

s=$(nc -l $1)
echo REC
curl -s $s|nc 127.0.0.1 $1
echo OK


Client:

echo $2|nc 127.0.0.1 $1
echo "$(nc -l $1)"


Usage:

sudo zsh server.zsh 123

sudo zsh client.zsh 123 http://stackoverflow.com/
sudo zsh client.zsh 123 http://en.wikipedia.org/wiki/Proxy_server
sudo zsh client.zsh 123 "http://stackexchange.com/search?q=code+golf"