Then I am sorry. I don't have WL-600g. I've been using WL-500gP for 4 years already
and it's still good enough for me

May be you could try to look on OpenWRT pages and find a compiled version of firmware for Wl-600g and extract tinyproxy from there.
http://wl500g.info/showthread.php?t=15275

Sorry, can't help more