I'm not up to speed on this at all! lol
BUT, i'm interested to see how you get on with this.
Surfing by proxy is like voting by proxy no? Ultimately someone else is doing the voting for you.. in your case, the browsing. Then the final results are ending up with you.
I'm interested to know if i'm wrong in my thinking, but before using a proxy you would have been;
'your browser' --------- 'internet'
'your browser ---------- 'new proxy'---------'internet'
by adding a middle man submit your requests, wait for the returns, and forward them back to you, it stands to reason that things are slower.
Beats me, if it was me i'd be shredding their FAQ apart and pushing some initialy polite queries their way =)