As stated above, the only way to really ensure remote web servers aren't recording an IP that tracks back to you when you browse them is to use a proxy server.
The reason you're probably having issues with some/all content not loading when you use one of the programs you've installed is because they rely on "public proxies" - these are typically computers sitting in the homes of other regular people just like yourself - except those machines are infected with a virus, malware, and/or a "trojan horse". The infection opens up a "listening port" on the machine which allows someone (typically either the infection's author, someone he's given the data on what PCs he's infected to, or someone who's found it by means a wide-spectrum "scan" for such open ports on large blocks of IP addresses) to use that PC as their browsing "proxy".
Obviously this is a tenuous-at-best way to be able to expect to get online. If you want to use a proxy, you will likely have the best experience by paying a small monthly fee to join something like
Megaproxy.
One other thing to remember - legitimate web servers that house large sites you (and millions of others) frequently browse are the LAST of your worries. Regardless of whether you browse using a proxy, your ISP still provides one if it's IP addresses to the piece of hardware they've given you to get online with them. That piece of hardware is likely connected directly to a router, and that's your "first line of defense" in terms of security. I use a custom router firmware called DD-WRT that's very secure, and works on many different brands/models of routers (primarily Linksys, but anything using one of the specific "Atheros" brand chipsets they support will work - and luckily, that's a cheap chipset typically used in cheap routers). A securely configured router is the main thing that gives me peace of mind.
Additionally, you might want to consider a software protection solution for your PC. This should NOT be a firewall app usually - the builtin Windows firewall is more than enough nowadays for anyone behind a well configured router - remember, it's firewall will intercept almost all the "badness" that would otherwise be targeted at your machine.
Also, I don't really recommend the antivirus solutions we're all so used to nowadays - McAfee and Norton for example. I used to, don't get me wrong, but they don't seem effective at blocking anything that's actually a risk in today's online world. I'm talking about Malware, or that crappy software that gets loaded on your PC and starts generating all manner of popup advertisements or similarly annoying things. Many of these nefarious apps actually pose as antivirus or antimalware solutions - and offer to clean the "infection" off your PC for anywhere from $30-$400!
The other reason you want to keep this stuff out - besides annoyance - is the "trojan horse" factor. They're called that for a reason - remember the ancient Greek story by Homer, that told of the battle of Troy? The city fell and the Trojans were eliminated because they brought a large wooden horse into their gates that the Greek armies had left behind after (seemingly) sailing away - but that night many soldiers poured out of their hiding place inside of it and sacked the city. Software trojan horses do the same thing - they come in looking like something innocent, or some small utility, game, or other item you might actually want. But once installed and functioning on the system, they can do all sorts of nasty things - often they will log all the keystrokes you type, all the sites you visit, all the programs you run, or other data and report back to a secret server belonging to the trojan's author. Imagine how badly your ID info would be compromised if every keystroke you typed - while browsing via proxy, or not - was recorded and retransmitted... every form you put any data in, every user name and password you ever type, everything...
So instead of bloated, ineffective AV software to block both malware as well as trojans, I'd DEFINITELY recommend you try out MalwareBytes Anti-Malware. The "scan + fix" version is free, but for some of my friends who were either very concerned or had some pretty scary browsing habits I've certainly recommended their registered version. It's a one-time $25 charge, and what you get is a "real-time protection" module in addition to the awesome scan & clean functionality. This software's very beloved by many nowadays, and should be more than enough to keep your PC safe from an infection that can put your data at risk.