I've never had any problems with Multiproxy. http://www.multiproxy.org/ The price is right and it works.
Hey All< I like to use Peerguardian or Protowall, it does not hide your IP but blocks other IP's from Looking around in your computer. Try http://phoenixlabs.org .Or you could use Tor and Privoxy they work together to hide your IP, look at http://tor.eef.org Let me know. Cheers and beers