Alternatively, instead of going through all that, you can go to this website :
http://www.samair.ru/proxy/proxy-01.htm

It's a list of anonymous proxies. Once you've done that, just set your proxies accordingly in your bittorrent client. *It's the same as how silverhawk did it but instead of 'localhost', you use the url and port in the list*

Anyways, I tried it and it works. The advantage is that you don't have to add more programs into your already bogged down computer. However, as with most proxies, they don't last for long. Either something or someone takes them down and you need to hunt for another proxy again.

Final note, the proxy is needed to download the peer list only. So there is no need to worry if the proxy goes offline while you are downloading something. DHT /PeerExchange can handle it from there once you have a small list of peers.

Cheers.