In methods and devices for controlling a TCP proxy server, the TCP-proxy initial window size is set based on TCP RTT measurements. This is possible because the TCP proxy has knowledge about both sides Round Trip Time RTT values just after opening the TCP connections. The proxy can set its initial window size higher in the download case if it notices that the RTT in the link between the proxy and internet is shorter than the RTT in the other link, typically a wireless link. In the opposite case, when the RTT in the link between the proxy and internet is longer than the RTT in the other link, typically a wireless link, the TCP proxy can be configured to send more Acknowledgements (ACKs) to increase the internet TCP server congestion window size faster.