I would like to setup a system which I could change the ip any time I want.
The Idea I have is to have a list of proxies, which by pressing a button or something similar will switch to a different proxy server.
any suggestions of how to do it( I believe there is already a software for that somewhere)
I use ubuntu 10.04 (linux).
If you want to change network settings as normal luser, look for Networkmanager.
For Firefox there are some extensions/add-ons that let you switch between proxy from a list, e.g. FoxyProxy.