Yeah, you can always set up a proxy, or rent one, or use someone else's. There are free open proxies out there if you look around, otherwise you can pay a fee to a service like Anonymizer. There are tons of options. You could even use an
Amazon EC2 instance for 10 cents an hour. There might even be a public image with a proxy server already set up. If you have your own webhost, you could set up something as simple as a PHP script to redirect your requests through it, if you don't have a whole server to setup a full-featured proxy like Squid. I might even setup a TFP-only proxy on my webhost, that you can use if you trust me. :P I wouldn't be too concerned about anonymity. It's not like using a proxy to bypass a web filter is illegal unless you specifically signed a contract otherwise, or that anyone would be watching you do so at a library. There is so much data flying around out there unless you're specifically being a nuisance to someone you don't have to worry about it. Of course, if you're using an encrypted proxy protocol it's pretty much anonymous by default (except the IP address of your proxy)
ed: you could also set up an SSH tunnel through a remote host that you have SSH access to, basically the same as a proxy but a little simpler to configure and potentially more (or less) secure.