You don't write technical stories. User stories should meet the INVEST criteria.
Proxies do sound like an implementation detail and should be avoided. You should not be mentioning proxy servers in your story. Even if they are part of the domain, there are potentially other ways to achieve the same effect.
Instead of writing "I want to use a Proxy, so that I don't get blocked", you should write, "I want to disguise my identity, so that I don't get blocked". If I was your customer, I wouldn't know why you wanted a proxy? Is it a forward, open or reverse proxy? There are loads of uses for a proxy server. You should pick the feature that you want to exploit.
However, you shouldn't get too hung up on perfect stories. The agile manifesto says, "Individuals and interactions over processes and tools".
When writing a user story, you should also consider the 3 C's: Card, Conversation, Confirmation. Do both the customer and you understand the meaning of the story?
Does the card meet INVEST criteria? If you answered yes to both those questions then the story is fine.
