you could try installing a script such as this one that does a reverse dns lookup on the users ip. names such as dns1.xxxxx.xxx, dns2.xxxxx.xxx mail.xxxx.xxx are usual proxies names such as user234.xxxx.xxx aol233ipt.xxx.xxx chi245.rr.com are usually dynamic or static ip address (not proxies)
http://www.xav.com/scripts/axs/index.html
I think that this script is a free stats script and the write will even install it
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