We all have to start somewhere!
Taking that you are running IE6, go to
Tools>Internet Options
Click on the Connections tab
Click Lan Settings
Select use a proxy ser...
In the address try - bagu-cache-1.server.ntli.net and in the Port field - 8080
Press Ok, then ok in the next dialog.
Try it out
There are other proxies under the articles section, i think.