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Client puzzles have been proposed as a useful mechanism for mitigating denial of service attacks on network protocols. Several different puzzles have been proposed in recent years. This paper reviews the desirable properties of client puzzles, pointing out that there is currently no puzzle which satisfies all such properties. We investigate how to provide the property of non-parallelizability in a practical puzzle. After showing that obvious ideas based on hash chains have significant problems, we propose a new puzzle based on the subset sum problem. Despite some practical implementation issues, this is the first example that satisfies all the desirable properties for a client puzzle.