Compiling privoxy (an ad-blocking proxy with socks forwarding options, compatible with TOR, squid or JAP) on a clean Solaris 10 install ("clean" as: all the SFW goodies from the companion DVD, but no blastwave stuff yet) is quite straightforward:
The only thing to take care of is to add a system user and group "privoxy" before you go on.
Then just add /opt/sfw/bin and /usr/sfw/bin to your PATH, if you have not already done so; export MAKE=/usr/sfw/bin /gmake and run the config scripts:
If you are impatient and are runing gmake, without wasting a thought on ./configure you will get tought that you'll have to run autoheader and autoconfig first - they should be in /opt/sfw/bin, otherwise run autoheader and autoconfig, ignore the cgwin warnings and run gmake all install.
Privoxy should autoconfig smoothly (it should find the right architecture, OS version and even the right thread model immediately, without complaining about pthreads or as ar many other native Loonix apps do) and build itself in /usr/local.