If you want surf anony­mous use tor from eff. From the tor Web site:

Tor: An anony­mous Inter­net com­mu­ni­ca­tion system

Tor is a toolset for a wide range of orga­ni­za­tions and peo­ple that want to improve their safety and secu­rity on the Inter­net. Using Tor can help you anonymiz­ing web brows­ing and pub­lish­ing, instant mes­sag­ing, IRC, SSH, and other appli­ca­tions that use the TCP pro­to­col. Tor also pro­vides a plat­form on which soft­ware devel­op­ers can build new appli­ca­tions with built-in anonymity, safety, and pri­vacy features.

check it out: http://tor.eff.org/index.html

Another anonymizer is JAP, which can be found here: http://anon.inf.tu-dresden.de/. It works more or less like Tor, except JAP just sup­port HTTP, HTTPS and FTP as pro­to­col. JAP encrypts our web traf­fic (RSA1024 and AES128) and sends it to a (mix) proxy. At the moment there aren’t a lot of pub­lic prox­ies avail­able.. and with­out mix­ing the prox­ies its (the­o­ret­i­cal) not that anony­mous. But you can use JAP as Tor Client (instead of installing Tor, TorCP and Privoxy). To use JAP as Tor Client change the proxy type in your Browser from HTTP to SOCKS!

JAP is work­ing fine with Cook­ieCooker. This Tool shares your cookie with other Cook­ieCooker Users so if some­one will trace you, he will get unus­able results, as the cook­ies are shared.

For exam­ple, if you want to down­load a file but you need to reg­is­ter, you can use Cook­ieCooker, per­haps some­one already cre­ated a user for this web­site. You can also mark a web site as trusted, so you don’t share this cookie. Unfor­tu­nately Cook­ieCooker is not free, after 7 days they want 15 Euro.

A quick and dirty Tor/Provoxy How-To:

Setup and install Tor

Install Tor, TorCP (Tor Con­trol Panel) and Privoxy. The eas­i­est way is to down­load the bun­dle (all 3 tools, 1 installer).

If you installed those 3 tool man­u­ally you need to con­fig­ure Privoxy (Skip this step if you installed the bun­dle):
You need to con­fig­ure Privoxy to use Tor. Open Privoxy’s “con­fig” file (Option / Edit Main Con­fig­u­ra­tion) and add the line
“forward-socks4a / localhost:9050 .“
to the top of the con­fig file. Don’t for­get to add the dot at the end.

Using privoxy is nec­es­sary because browsers leak your DNS requests when they use a SOCKS proxy directly, which is bad for your anonymity. Privoxy also removes cer­tain dan­ger­ous head­ers from your web requests, and blocks obnox­ious ad sites like Dou­ble click.

Dataflow for web browser:
[browser]–[Privoxy]–[Tor]–(virtual tunnels)–[destination]

When you want to use Socks capa­ble appli­ca­tions (Gaim, ICQ…) you can directly con­nect to Tor:
[socks application]–[Tor]–(virtual tunnels)–[destination]

Now we need to setup your browser.. But first check you IP, for exam­ple go to http://ipid.shat.net/. Now enable Proxy Server for your Web Browser (set it to 127.0.0.1, Port 8118) and go to http://ipid.shat.net/ again. The IP should be dif­fer­ent now.