Best bet is to use a tool that checks weather the proxy really is anonymous in the first instance, www.multirproxy.org has a tool that uses proxies to surf the net with and also checks weather they arre public or anonymous.

A final pointer would be to check how you setup the proxy in your browser and ensure you have entered the proxy IP correctly and that you are using the correct port.

Give that a try, it is always best to test the proxy yourself to ensure it really is anonymous.

Mo.