The Psiphon is an open source (open source), free program aim is to bypass filtering internet. What it does is change the IP and not to create an anonymous user's web browsing.
Once you download the application on your computer, you will not need to install it because it is portable and will run immediately. A window will open where you try to connect directly to the fastest foreign server. No need to do anything. Once connected you are ready to browse with another IP.