Surfing in internet can be some times very risky. It's better to use proxy to access websites. Atleast with p2p forums and file sharing forums. Also some day you want to access websites in your work & college. Lets list some sites here. =) http://letshide.com - my personal favorite, you can access with it very smoothly websites. http://hidemyass.com - other very good one.
They will still know. They monitor what you're doing. If you delete an email, they still can track what you're doing.