Install a Directory based WP on a Different Server (load balancing if you will)

I would like to install wp in

http://www.mysite.com/blog
on a server that is not http://www.mysite.com

I am talking mod_proxy, mod_rewrite, etc.

I do not want to put on a subdomain, etc.

What is the best way to do this? The question baffels the community it seems. I am trying here instead.