Simple: make friends with someone with high speed internet who's not very savvy, keep up the charade until they allow you to borrow their computer. Then you install a headless vpn server with logging disabled. Boom, high speed local VPN that doesn't point to you. Just buy them a $2.50 beer once a month to keep up pretenses in case you need to do maintenance.
Is that the show where the contestant came out about how horribly abusive the production was? Like he was tricked/coerced into doing it and basically imprisoned the whole time?