I personally use IE with Javascript and ActiveX set to 'prompt'. So it asks me whether to execute Javascript or not everytime I download a page.
Sometimes it is anoying but it's the only way to deactivate it on 'questionable' sites and to activate it on sites I trust and need.
Unfortunately I found out that Firefox sets Javascript to either ON or OFF. Their is no 'prompt every time'.
And if you that the proxy in LAN settings your browser sends all your requests to the proxy and the proxy will load the site and send it back to you.
With iprive you start at a page from iprive. You enter the URL and send a request to iprive servers. The servers will load the page, REWRITE every URL it sees with a key which points to iprive servers and contains the original URL.
For example
http://www.funsforum.com may become
http://www.iprive.com/request?url=http://www.funsforum.com .
If you click the link, your browser will connect to iprive and they will load the page.
If you ever click a link which is not rewritten, your browser will not use the proxy.