While at Anonymizer I got to use Anonymizer Universal and I thought it was pretty sweet. It doesn't take long with a packet sniffer on a popular public wireless access point to see that you have little protection if any without some sort of VPN. Anonymizer Universal is a commercial VPN service that protects your traffic on the local network and allows it to exit through Anonymizer. I got it working on my Android phone using a little hand-configuration. This doesn't require the phone to be rooted/jailbroken; it's part of the standard functionality. Note that while it works, it's not a supported platform. If it works for you that's great. If not, technical support may not be able to help you.
Before you begin you'll need to have a subscription to Anonymizer Universal. It's a pay service but it's pretty cheap. With your subscription you should have received an email with a link to the Windows and Mac clients and to the iPhone configuration profile. Download the Mac configuration profile file on your desktop machine. Open it with your text editor and look for the SharedSecret section near the top. In there you'll find a Base64-encoded key that's essential for the setup.
Run the value through a Base64 decoder. If you're on a *nix type system (including Mac OS X) you can run either of the following:
perl -MMIME::Base64 -e 'print decode_base64("_BASE64_ENCODED_SECRET_STRING_GOES_HERE_") . "\n";'
# or
echo '_BASE64_ENCODED_SECRET_STRING_GOES_HERE_' | openssl enc -d -base64
The result will be another Base64 encoded value. If you aren't on a *nix system there are web-based Base64 decoders available.
On the home screen of your Android device, press Menu → Settings → Wireless & networks → VPN Settings → Add VPN → Add L2TP/IPSec PSK VPN.
Win!