jmarshall.com isn't a proxy service. [There are proxy services but as schools figure out that you're using them, they can block access to the proxy].
The solution is to build your own proxy service using the software available at jmarshall but then to install an SSL cert so that all the data back and forth from the school to the proxy is encrypted so that the school doesn't know what you are looking it.
You need to pay money for an SSL cert when you want to use one on an ecommerce site so that it doesn't trigger warning messages in the browser. The warning message is only there to warn you that you might not be connecting to the server that you think you're connecting to. Since the student will know whether or not he's connecting to his own self built proxy server, it doesn't matter whether or not he gets a warning message so he can use a free (untrusted) cert - it's still 100% encrypted, just not trusted by his browser.