A friend was touring China and wished to overcome the national ban on bbc.co.uk, so I came up with this rather cunning way around it. Even if he never uses it, I hope the idea is useful to someone in a similar position.
If you have shell access on a Linux machine somewhere, you can use PuTTY to setup a “Dynamic” tunnel (from local 1080, and the remote can be left blank) — this basically turns PuTTY and your SSH connection into a SOCKS4/5 proxy server. Then configure your browser to use this proxy server (127.0.0.1:1080) all should be well!
Chances are that your in a webcafe, and they've disabled the options dialog of IE, or you can't navigate it because it's in the wrong language. Well in that case you can try this registry hack.
Make a new file called IE.reg, open it in notepad and copy'n'paste the below into it. Then run this file and click the one looks like “Yes”. (Or run it once for each button, then you're bound to have pressed “Yes”).
REGEDIT4 [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings] "ProxyEnable"=dword:00000001 "ProxyServer"="127.0.0.1:1080"