afaik...
A proxy basically is something that allows you to access outside content be going 'through' the proxy server...
However, I would think that you would be going through the proxy AFTER your connection leaves the school - making the whole idea a bit pointless:
(You) -> (School) -> (Proxy) -> (Internet)
So, if I'm thinking correctly, this would just mask your school from the sites you visit - so the site wouldn't know it is coming from your school. I'm not exactly sure how you could get around this other than using a router on your computer - which would basically just tell the school that you 'someone' is going to those sites... they would probably just know its someone with a router.
ps. You probable have nothing to worry about. They usually have management programs to prioritize bandwith against things like Kazaa, however they dont actually sit there and monitor websites.
Good Luck
