Hi there, I have had a bit of experience over time with your problem, and personally I highly disagree with what they do.
Anyway, for information on using Proxy servers you can refer to this sites partner site
www.proxy-server.info It contains a nice little guide to using them and what all the diferent terminology means. Please note that in your situation a Transparent Proxy is just as useful as an Anonymous one.
There are a number of sites which run a service similar to what you are refering to. Infact I will personally have my own one up quite soon to perform the task. These sites are called CGI Proxies, the oldest used service used to be Anonymizer, but that has turned to crap now. I would recommmend trying out a site like
www.proxify.us If you come back here in a month or two I should have my own CGI Proxy site up and running for people to use