But pay no attention to tools that allow Surf Anonymously via proxy, they are all no good and often more of a risk to your privacy than a direct connection. I have explain this statement before many times on the forum.
What i would look at is not going for a anonymous web experience online. The fact is there is only one way to do and one way only and thats legally questionable.
Look at the HTML Filters like Proxomitron which allow you to control headers and manipulate every aspect of the internet.
Stay away from gimmick software stick to the free tools and you wont go far wrong.. and stay off the anonymous proxy servers unless you read the warning note that you may be using a compromised system and could end up in a tougth spot. If you want more info on this area i will PM you (as i do for anyone who asks) some links i dont feel comfortable posting on the forum.