To bypass the myspace filters at work, duh.. lol...

But yes, it would depend on what kind of proxy you are looking for. If it's a web-based proxy, that's simple. There's a kajazillion web based proxies and i'd say 99% of them use the same script. I can't remember the name or site, but if you go to sites like hidebehind.net, it will say the name of the script at the bottom. Then you can just download the latest version and install it on your own server and commence wasting your employers money