will this work
http://www.plevna.f9.co.uk/block-pro...us-surfing.htm
If not go
www.hidemyass.com and block all the proxy sites on the privax network. As most other proxy sites are very limited.
Also I am unsure how to do it but block them from going in to internet options then connections.
This site is updated with new proxys daily so you ccan block them as they come haha.