I suggest doing a lot of research in to your keywords. You want a keyword worth while to target, but not so much that a million other users are targetting as well. Best bet is to start out with something 10-20 down from top, but really decission is totally up to you.
If you want you can write all kinds of unique proxy related articles and post around on your site. This help out a lot.
To get a high rank in search engine to little or no content. It's all about your backlinks and the anchor text that makes up your link. You can do link exchanges, but really, you want to have one way links if possible. For these you turn to directory submissions and if you wish article submissions.
If you don't know what a directory or article directory, it is basically a listing of sites/listing of articles. For directories you want the keyword that your targetting to be the title of your site, ex. if you want to target "Myspace Proxy" which is a big target already for proxies, the name of your site and links would be "Myspace Proxy" and link to your site. For articles basically they need to be related to your links and you can place up to three links usually in the footer of the article. You can have 3 links to different parts of your site, or to 3 dif proxy sites with different keywords.
Honestly, to me doing this is a huge time consumption and a pain. I have a buddy who has been doing this for years for people. Excellent quality, very detailed reports, honest, and reliable. If anyone is interested in his services, it's I think $28 for 200 directory submissions. You can find other services like this on DP, you can try them if you wish, but I can set you up with my guy and you know 100% it's top quality work.
Now I recommend no more than 200 submissions per month, at least if you want to get recognized by Google. There algorithms are getting pretty complex, and when they detect having sites gain huge amounts of growth in little times, they classify it as buying links, and will de-index you or sandbox your site for a long time (site not indexed in google). Google isn't the only search engine out there, but face it, they own 53% of the market, so you want google traffic. Not saying 100% sure that doing more submits a month will get you de-indexed or sandboxed for sure. But a good rule of thumb is 200 links a month shows good natural growth.
This is just some basic info on
SEO, read it over, and hope it gives you a better understanding of how things work a bit.