A short answer is to try a cgi proxy .
http://anonymouse.org is my favorite, it's free and quick.
A long answer is to search through this forum (or the internet). Then from the information you gather, make the best choices as to how you should go about using proxies for yourself.
Im atempting the third option . I want a complete understanding of everything proxy related .Unfortunately I am along way from that but with help from this forum and a little luck some day soon, I will achieve it.
Anyway I hope this helps you.
Eh.