There are free proxies out there like hotspot shield but I personally find that US Proxy very slow. Instead, I find a paid proxy like witopia works flawlessly without any lag. I have been using them for 2 months and I haven't had any problems with it. No software needed to be installed to use their service. You just simply login to their VPN, located in the US.

if you listen to Security Now podcast, this is only true for well behaved firewalls because they re-use the same port after the first transmission to recieve packets where as misbehaving routers dont. Correct me if i'm wrong or a total idiot.