My router is DIR 855 and I need to find out IP address of the LAN gateway interface. How can I find out this information?
you mean you want to know what you external IP address is?
Just go to any number of websites such as www.ipchicken.com or look in your router’s status page
No. See below please. listen-address 192.168.1.1:8118 is not working for me. How do I find my LAN address?
Quote:
By default, Privoxy only responds to requests from 127.0.0.1 (localhost). To have it act as a server for a network, this needs to be changed in the main configuration file. Look for the listen-address option, which may be commented out with a “#” symbol. Make sure it is uncommented, and assign it the address of the LAN gateway interface, and port number to use. Assuming your LAN address is 192.168.1.1 and you wish to run Privoxy on port 8118, this line should look like:
listen-address 192.168.1.1:8118
Save the file, and restart Privoxy. Configure all browsers on the network then to use this address and port number.
Alternately, you can have Privoxy listen on all available interfaces:
listen-address :8118
And then use Privoxy’s permit-access feature to limit connections. A firewall in this situation is recommended as well.
The above steps should be the same for any TCP network, regardless of operating system.
If you run Privoxy on a LAN with untrusted users, we recommend that you double-check the access control and security options!
Unquote:
didn’t read the post properly 
According to the owner’s manual it is 192.168.0.1