You do not need to subscribe, but free proxies are very unreliable. They come and go and may or may not block certain network traffic. They may or may not check or cache everything you feed them. (Including your email).
A proxy is a system that accepts connection requests from one source and uses its own adress to re-transfer that request to the original contact point. In other terms:
Without proxy address set in your browser:
You ask your Aussie isp to connect to tvguide.com. Tvguide.com checks your origin and finds out your from Kangaroo and Koala country. It blocks you. Game over.
With proxy address set in your browser:
You ask your Aussie to connect to tvguide.com. You have a proxy configured so it first connects to the proxy. Proxy checks nothing and accepts your request. It forwards the request to tvguide.com. Tvguide.com checks your origin and sees the US proxy as origin. It accepts. TVguide.com shows desired data to the proxy. Proxy transfers it back to you. Proxy may be incredibly slow (latency) , unreliable (reliability), all depending on proxy and how many systems are using it.
I suggest installing Mozilla Firefox latest edition and check out the Firefox add-on called FoxyProxy.