Shop online anonymously?

I have a complicated situation and can't really explain. But no I'm not a credit card fraudster in case you were wondering!

How can I shop online anonymously? I tried to use a few proxy sites but it looks like they crap out when it comes time to order. What do you suggest I do? What can I pay for to be completely anonymous? I downloaded anonymizer from anonymizer.com but it won't install all the way for some reason.

thanks.