Glad that hepled
I use a proxy when I am on this side of the border(canada) I work in both countries and cross the border on a regular basis. I have my home in canada and when in the states I stay a few days with friend on that side of the border.
I ordered the kindle from my Cdn account and sent it to myself as a gift so as not to have it registered to my cdn account. I then registered it to my new U.S account with friends address. I use the wifi/3g without incident so far in Canada ( I live very close to the border) but I always make a point when I am on the us side to connect with the wifi/3g on that side download a book etc....I'm not sure why you had a problem with using proxy except sometimes it will time out as it is taking to long to connect with proxy.....You might want to consider a dedicated program for obscuring your ip....Some people use nothing at all and have no issues yor choice...