[simbr]

Anon proxies will only work if they operate on ports other than port 80 (once installed a free coverdisc version of steganos internet anonym and it was useless since half the proxies it used were on port 80 and could not be filtered out of the list)
The error message you have given above suggests that the particular proxy you were trying to use was not allowing you access, or was not allowing access to the site you were trying to reach.