you could do that through redirection to a web page that requires acknowledgement of a usage policy. That avoids a proxy server, but one would need to know html.
I am not a web developer, but here is a snippet of code to give you an idea maybe.
<html>
<head>
<title>Deferred Access Policy </title>
<meta name="author" content="XYZ systems">
<meta name="description" content="Deferred Access
Policy">
</head>
<body>
<center>
<img
src=
http://www.XYZ.com/images/XYZhp_logorev.gif>
<p>
<font face="Arial, Helvetica, sans-serif" size="4"
color="Red"><b>You are about to access the Internet from
the XYZ Network
<p>
<font face="Arial, Helvetica, sans-serif" size="4"
color="Red">INTERNET USAGE IS MONITORED AND
LOGGED.</font>
<p>
<font face="Arial, Helvetica, sans-serif" size="3"
color="Red"><b> Your IP address:
$(client.address)<br>Your username: $(user)</b></font>
<p>
<font face="Arial, Helvetica, sans-serif" size="4"
color="red">YOU MUST COMPLY WITH THE CORPORATE WEB
ACCESS POLICY BEFORE ACCESSING THE INTERNET.
<p>
NOTE THAT CONTENT FILTERING AND VIRUS SCANNING ARE
APPLIED
<p>
FAILURE TO COMPLY WITH THE POLICY WILL RESULT IN WEB
ACCESS BEING DENIED