You will find any software based solution won't work unless the site is poorly written. What you are looking for a public proxy server. Free ones do exist but don't expect downloads to be very quick. Try googling 'free proxy server' or start here,
So this is saying that based on IP address you will get redirected if the web site you are visiting uses this service (like the BBC does).
Basically there are two ways of detecting your location.
First run a script which pulls the region information from your PC. This is how hotmail works, you can see the region information in the HTTP string being sent back to the site.
The second way is to check the IP address of your PC and compare that against a look up table, this is how geodirection service works. Of it can be wrong if your IP address is incorrectly registered but the companies sellings these lookup tables have been doing it for years, uses sources like ICANN and have pretty accurate tables.
What my post was saying is that website you are visiting can easily defect software proxy because software proxy cannot change IP information added by your ISP router so the website knows where to return the page you are trying to view.
If you want to know if your proxy is working then you can visit a page like this which will show you what the redirector service sees.
geo redirection remains the best way of redirecting users based on their IP address if they do not have access to the infrastructure of their web servers etc.
The only sites I have ever worked with that use proxies for redirection like this have been quite huge. Using a server side script to do this (such as .net or PHP) is a much more economical way of doing this for smaller sites.
I have to say that geo-redirection is a pain. By default my work computer breaks out onto the public internet outside of the UK which stops the BBC website from working properly. My company has told BBC and then it will work for a while and then stop again.