I live out in the woods and do have satellite Internet however it will NOT work with most gaming applications because the latency is over 1100ms on average. I have an iPhone 4s and tether it. I only use my phone as a tether for eq and my monthly usage playing all the time is under 2gb.
As to your open proxy problem, I'm not sure. If not already suggested, If your pc is portable and wifi capable, take it to an Internet wifi hotspot and connect, test. also have a look at your LAN settings under Internet options.
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