Question : Stop annonymous proxy surfing

I want to know how I can stop user using annonymous proxies like http://www.anonymizer.com/ on my network. I have a content filter(iprism) that blocks most of them or I manually add annonymous proxy web sites. Is there a way I can block it at the firewall level.  I have 2 VLANs and on the VLAN where I don't want them the use annonymous proxies I've rejected all ports except http, https, smtp and ftp. Any suggestions?
Thanks

Answer : Stop annonymous proxy surfing

I also work in a k-12 school district.  We force all internet traffic to come from our proxies.  We also have the R3000 content filtering appliance from 8e6 technologies (http://www.8e6.com).  It has a "group" that we can block called "Web-based Proxies and Anonimizers" and it is updated every night with new URL's.  We have only found 1 anonimizer that the kids have found that wasn't blocked in 3 years and, of course, it is now blocked.