Regarding a proxy

First I will state, I am in no way a coder, or some wiz in any area of of the knowledge a coder of any language might hold, so I appreciate the help, and hope my question is easily understood.

My friend would like to set up a proxy for me to access. The reason is for video game purposes. I would like to run to instances of the same game on my computer. One of the game clients I would like to run under normal circumstances, and still appearing to come from my normal IP, and the second instance of the game client I would like to run through the proxy he will set up for me to access, so it appears the game client is logged him from his computer still. How ever I would like to run both gaming clients simultaneously. With what little knowledge I have, I am not sure how this can be done. Any help with this would be greatly appreciated, thank you in advance.