In this paper, we design and implement a P2P cooperative proxy caching system based on a novel P2P cooperative proxy caching scheme. To effectively locate the cached web documents, a TTL-based routing protocol is proposed to manage the query and response messages in the P2P cooperative proxy cache system. Furthermore, we design a predict query-route algorithm to improve the TTL-based routing protocol by adding extra information in the query message packets. Our performance studies demonstrate that the proposed message routing protocols significantly improve the performance of the P2P cooperative proxy cache system, in terms of cache hit ratio, byte hit ratio, user request latency, and the number of query messages generated in the proxy cache system, compared to the flooding based message routing protocol.