If I change the proxy ip in firefox not change it for other software that connects to the Internet?
No, only in Firefox. I tried hundreds of proxy servers for many months. All I have of it was a great frustration, as it hangs in the short term. Well, I have one more thing and it was a virus that destroyed one my HD. Even when he worked for a time was slow and do not support all the website features. My friend said in Riyadh on personal http://www.surfbouncer.com VPN. It's kind of an expert to unblock sites because they live in a place to hang it so much fun. Anyway, I tried a few months ago and has been working all the time. I have not been blocked since then, and the sites are 100% functional. With all the personal VPN works as supposed. Once connected, you do not even know it's there. It is not free, but it works perfectly.
Hide or Change you IP Adress using a Proxy | HD
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