most proxies i know of are usually blocked on my school's computers. Ultrasurf has been installed on our computers since 'nam but last year they finally caught on and now theres a ton of trackers they installed so they fuck you over if you go on ultrasurf.
Use Firefox with a proxy list. If Firefox isn't installed on your school's computers, run it off a USB drive. In Tools > Options > Advanced tab > Settings, you can configure FF to connect through a proxy.
I'm not sure how you connect to a proxy in other browsers, but I'm sure it's possible.