@Bij this is not an auto-proxy but a transparent proxy that completely modifies the way your phone gets the internet. It (definitely) requires root access. When you activate it, it's like if your phone doesn't even know that he's connected through a proxy. For instance, you will never get the "squid proxy" annoying thing to login.
@blabsters here is the APK of the application, unzip (~60 kB)
http://goo.gl/G8bKM
it won't work if your phone isn't rooted!
Note: you can't use Opera Mobile/Mini and Google Talk if this application is ON. All others will work, including Market, Whatsapp etc.