.amaZe: Yes it is possible and quite easy to do as well.

Xi0s: Where on earth do you get that proxies are made to get around filters and such? Just because they are predominantly used by people for that reason and webmasters take advantage of that knowledge, it doesn't mean that proxies were made to get around various things which in doing such would be illegal. Many larger proxies out there do log various data for just that reason, to log and ban those who are using the site for illegal purposes.