Well, your first objective should be in learning what you need to do to securely surf the net as safely as possible. I doubt anyone here (or elsewhere) is going to be willing to spoon feed you from scratch. So, must of this research will be squarely on your shoulders.
From what you've said, it sounds like you have a router (perhaps wireless) to each of your in-home computers. That's fine, but each computer will need to be protected against malicious attacks. So you will need to obtain and setup a firewall, antivirus and internet security software for each machine. Much of this software is available for free. Use Google's search engine to find it.
Using an anonymous proxy can hide your real IP Address, but it does not necessarily hide access to private information contained on your computer. There's a whole lot more to security and safety than simply using a proxy. Additionally, you have no idea of the trustworthiness of the owner of a proxy or any company (or their employees) you purchase something online using your credit card with. Evil can be around any corner.
Last, but not least, let me say that there is no easy solution to internet security. It's work. But most people who simply surf the net on occasion do not really need to use proxies. What do you care that ABC company wants to know what types of sites you and your children visit? They don't know you, they don't really care about you per se, and again, why do you care if they selling this information to other companies? What are they going to do with this information to harm you? Point I am making is ... many people get too paranoid about hiding their real IP Addresses when in fact there is no real reason to be. Simply learn what information not to keep on your computers, how to setup your browser(s) properly, how to setup your antivirus program (and keep it updated) and your firewall properly and you will be more than reasonably protected ... with or without an anonymous proxy.
Although the following article is old, it still makes for some valuable reading.
http://www.theregister.co.uk/2001/11/14/doityourself_internet_anonymity/