For that blackbox service you could test something like the following.
Code:
<?php
$proxycheckurl = 'http://www.shroomery.org/ythan/proxycheck.php?ip=' . $_SERVER['REMOTE_ADDR'];
$proxy = @file_get_contents("$proxycheckurl");
if($proxy == 'Y'){
// proxy, do something like exit or redirect
// exit();
// header("Location:http://www.somewhere.com/");
// exit();
}elseif($proxy == 'N'){
// does not look like proxy, do nothing
}else{
// error, do nothing
}
?>