How to put a my own proxy between any client and any server (via a web page)

what I want to do is to build a web application(proxy) that user use to request the webpage he want and my application forward the request to the main server, modify HTML code, send to the client the modified one.

The question now is How to keep my application between the client and main serevr (for example when the user click any link inside the modified page- ajax request - submit forms - and so on)

in another words How to grantee that any request (after the first URL request) from the client sent to my proxy and any response come first to my proxy