My personal opinion is I assume the inherent risks of using a proxy so if I mess up I have to fix it
and ooooooo have I had to fix somethings! Guess I have always been like the kid who takes things apart to see how they work - like mom's kitchen appliances - then have to put em all back together and make sure they work. ( Three toasters and a coffee pot later mind you lol) No different in this case - and you learn alot on how things work and dont work this way! 
Just an aside as an FYI - check out this court ruling:
April 17th, 2009
US Government Rules that Use of Proxies Need Not Merit Extra Jail Time
Commentary by Hugh D'Andrade
Last month, the US Sentencing Commission considered new sentencing guidelines that would classify the use of proxy servers as "sophisticated means" when used in the commission of a crime, thus requiring extra prison time. EFF spoke out against these guidelines, sending Staff Technologist Seth Schoen to appear before the Commission to argue (PDF) that the use of anonymizing technologies is a widespread practice that requires no special knowledge or skills.
Happily, it appears the Commission has decided, at least for now, not to classify the use of proxies as a sign of sophistication.
As Schoen told the Commission, "While proxies may be an advanced technology, using a proxy is often no more difficult than using Microsoft Word. Many kinds of people use proxies for all sorts of legitimate purposes, so only a court can reliably assess which uses are truly employed as a 'sophisticated means' of committing a crime and which are for privacy, free speech or some other innocent purpose."