Well, all SAIX based ADSL users (don't know if it's true for IS based accounts) are transparently forced through a proxy farm. While fairly speedy, this has the annoying side-effect where every HTTP request you make comes from a different IP address. This can seriously stuff you around if you're a forum admin on an overseas server, for example - Trust me, I've got first hand experience with this.
Actually, any IP check security system will screw you around. Try go downloading your legitimate copy of Alcohol software from their website via ADSL, and see how much fun you have.
In order to get around these IP changes, you can do one of two things: Configure a static proxy server that sits outside of the transparent proxy farm - or install anonymity software like JAP (google it).
I find JAP works really well, and it's not too slow - when it works!
I've emailed Web Africa (my ISP) asking them about local proxies - hopefully they will have an answer for me so that I don't need to use JAP - or worse - a 'free' proxy based outside of SA.
EDIT:
Try cache.saix.net port 8080 for the proxy. I'll try this when i get home.