Technically, it's easy to set your browser up to use a Web proxy or VPN software. With a Web proxy and Windows XP, for example, you just go to Internet Options, click the Connections tab, and then click LAN Settings. Next, under Proxy server you click to select the “Use a proxy server for your LAN” check box. Finally, you enter the IP address of the proxy server and in the Port box, type the IP number that is used by the proxy server for client connections—that's usually 8080. It's usually pretty simple to do that in any browser and operating system. There are also programs, such as Proxy Switchy, for Chrome that makes it easy to switch from one proxy to another in a single session.
When you use a proxy, though, all your traffic is still open to network administrators. If you want to visit another country and watch their TV in privacy, you'll need a VPN.
There are many commercial proxy servers. Two that I've tried, and I can recommend, are AllAnonymity, with proxy servers in, among other countries, Canada, the United States, and the United Kingdom, and HideMyAss, with numerous supported countries.
If you want to use a VPN, you'll need to set yourself up with a private VPN service. These companies, such as Banana VPN, Black Logic, StrongVPN, and Unblock Us, will set you up with their VPN software and connections in other countries. Generally speaking, you'll end up paying a monthly service fee of $10 to $20 a month for either proxy or VPN services.