This video shows how to create your own proxy server using free software.
These are the links used in this video:
http://sourceforge.net/projects/poxy
http://www.000webhost.com/281814.html
http://www.python.org/download/releases/2.6.4/#download
http://code.google.com/appengine/downloads.html#Google_App_Engine_SDK_for_Python
http://www.tinkernut.com/demos/228_proxy/tinkernut_proxy.zip
https://appengine.google.com