This may work for the tech savvy students, but with a little more than 10 years under my belt in higher education student support (in one capacity or another), I can tell you that most aren't that savvy. The institution would have to be hands-on the student's laptops to set that up (and who knows what sort of resistance you get there).
But we can propose a simple computer program to these students. It will have only two buttons: turn on the proxy, turn off the proxy. All they need to know is that it is possible (if they want) to produce some data for analysis while they learn on the web.