Just about every network application out there has proxy support, it's basically a standard feature. There are plenty of legal reasons to use a proxy other than DRM circumvention.
I'm writing from a country where it isn't (YET) illegal to discuss such things - I appologize for endangering those for whom it is, but I'm a firm believer in "information wants to be free", and I'll be saddened if LinuxMCE isn't all that it can be just because of the $#%(* RIAA/MIAA.