It's not rocket science. I regularly pull BBC and ITV programmes from their respective players. The problem with using your own proxy service on a (e.g. friends) UK system is that the nature of ADSL (upload MUCH slower than download) means they can't stream quickly to you. "Public" proxy servers can be heavily loaded and change frequently, but if you are patient you can often find one that holds up for a day or two, sometimes longer. Check places such as
http://www.publicproxyservers.com/ for example. If you use Firefox then
FoxyProxy is a cool tool for managing proxies and can be setup to use proxy servers on a per-site basis so changes the proxy settings on your network according to where you are surfing to. You can also use a (free!) tool such as
Proxyway to manage your diverted surfing.