To start off you are going to want to use proxys. It is a good habit to get into in case you are just browsing the web and come across bad source code later on and want to exploit it. Its relativley simple. You can just google anonymous proxy and get a list of proxy servers. You might have to try around 10 of them to find one that is working and isn't uber slow. To setup a proxy on Firefox in linux you go to
Manual proxy configuration
Then you would just fill it in according to the information you found on the proxy list. To test you just browse to whatismyip.com and if it says your Ip is that of the Proxy server then you are ready to go!