Download and install a proxy server on your computer. CCProxy is simple and has a free version for Windows computers. You can try Squidman for Macs
After launching your proxy server, get its IP and port number (from the HTTP port listing). In CCProxy, you can just hit the Options menu to get this info
Now, on your PS4, set up a new internet connection. Use the custom setup instead of the easy setup. Select auto for everything except the proxy
Plug in the IP and port number you previously got from your proxy server.