You can't use a proxy through a network unless there is a proxy located IN that network, otherwise you'd have to go though an inbound proxy through the internet, and chances are, the network is firewalled and would disallow that connection.
You cannot use a proxy, but if you use a wireless static IP, they'll only be able to find out your computer's Workgroup name, and it's MAC address.
What I'm saying is to use a spare laptop if you have one.