Help with something in Firefox

Hello,

I am asking here so someone can at least point me in the right
direction.

I noticed the various addons create entries in the right click menu.

I would like to do a custom right click option. Something very simple:

When I right click a link to have a option like this:

"Open via personal proxy" and if I select it to open the link via
another link:

ex: I want to open a youtube video that is linked in the page
http://www.youtube.com/watch-1112221
and if I select the option from the right click to open the link:
http://myproxy.eu/blabla/browse.php?u=http://www.youtube.com/watch-1112221

Any ideas where can I start?

Danny