I would think all of them do. I know at least IE and Firefox do.
First find a "High anonymity" port 80 (http) proxy IP to use from a site like
this. Next you need to change your setting to use the proxy IP.
For IE: go to Tools--> Internet Options--> Connections -->Lan settings --> place a check in the box for "Use a proxy server for your Lan" -->put the proxy IP you selected the "Address" box --> put 80 in the "Port" box -->Ok -->Ok.
For Firefox: go to Tools--> Options--> General--> Connection Settings--> select "Manual proxy configuration"--> put your proxy IP in the "HTTP proxy" box--> put 80 in the "Port" box--> Ok--> Ok.