Is there a way post messages at the some forum and protect the identity at the same time?

Sometimes i want post messages in some forum. Its open forum -there are no registering required, just to enter name and text. But there is one big problem -it NOT allow work through proxy.
When I try use proxy, it show something like this:
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ERROR
The requested URL could not be retrieved

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While trying to retrieve the URL: http://www.site.tk/news/

The following error was encountered:

Access Denied.
Access control configuration prevents your request from being allowed at this time. Please contact your service provider if you feel this is incorrect.

Your cache administrator is root.

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Generated Tue, 01 Feb 2005 18:17:40 GMT by marketview (Squid/2.3.STABLE4)

Is there a way post messages and protect the identity at the same time? I dont want they be able to determine any data about user that post messages. i.e cookies etc. As far I know, they can do this(and do) Most definitely, they use cookies to track users. However, I can post messages from any internet cafe and change my location. Nevertheless, is there some way post messages and to be 'incognito'?