You'll need to find out what proxy server the script is setting up...
Either call tech support and ask them (and be prepared for them asking WHY you want to know), or you can try typing in a bogus website in your browser. A lot of the proxy systems will come back with the normal 404 error, but the footer at the bottom will have the proxy's server address listed.
Lastly, if you're REAL technical, you could get a packet sniffer and trace the packets to the proxy. Not easy and not for the faint of heart.
JHutch