if you use privoxy I think you can put in proxy chaining rules

what I have found also works is to set up a VPN to a server (openvpn with shared key is very easy) and set up your computer to route all traffic down the VPN; the server must have IP forwarding enabled permitting traffic origin to be (say) tun0, and masquerade on its main network port.

I managed to make my PS3 access Hulu using a server in the states, by redirecting its traffic down a VPN to the server, as well as using squid proxy on that state-side server with settings to mangle the user agent so that hulu wouldn't reject it.