Short answer is NO.
I'm not sure but there are hints that the new DSM 4.0 does/will support proxies. I would not however install it yet as there are lots problems being experienced by beta testers so better to wait until released and even then maybe be patient for the 4.1 release. Also, you can't downgrade again if it breaks things you use.
I've just gone to usenet. I found BTguard very very slow and for a couple of dollars more a month I'm getting everything I want at max'd out speeds and with the SSL encryption its basically anonymous. No uploading required. If interested, I've gone with newshosting.com. They have a fantastic GUI interface that takes all the mystery out of usenet and allows you to easily save an NZB file which you add to download station just like adding a torrent. The only added step is to unrar your download as the current download station doesn't do that automatically but that's dirt simple. Maybe DSM 4.0 will and there are also other alternatives to the download station that you can install on the DS and do this for you.
DS211J DSM 4.1-2668 2 x 2TB Seagate + 2TB Samsung USB
DGN3500 Netgear Router/Modem
DLink DGS1016D 16 port Gigabit Switch
Netgear GS105 5 port Gigabit switch
WDTVLive x 3
PC x 2 LAN
Laptop x 2 WiFi
iPad x 4 WiFi
iPhone x 3 WiFi
iPod x 3 WiFi
PS2 x 2
....and a partridge in a pear tree.