depending on the capabilites of the proxy server you might be able to get around it with the old babelfish trick
Go to babelfish and choose to translate a whole page, select english as both the source and target translation address and babelfish will display the page in english but act as a proxy. Some proxy servers are wise to this and will block it. It depends on how they are filtering traffic, if they are looking for key words for example then this wouldnt work.
Be careful - you are hacking which is illegal in most countires. Personally I wouldnt do anything questionable in Saudi Arabia! I think the problem could arise if someone were to find out and accuse you of doing something illegal. You have by passed the proxy server so there are no local records of what you have been doing. Even if you can prove what you've been doing it will take time to dig that information out, time you might spend in a saudi jail!