Well a wingate can be used for programs. ie FlashFXP can connect to the wingate and have that connect to the ftp you are trying to access and that wingate sends the info to you.
However you can never be completely anonymous this way because most / all wingates keep logs and if the fbi or something want they can supena the wingate admin to give them the logs and find that you used it.
This is of course if you are using it unauthorized / for illegal stuff.
Maybe tonight we'll fly so far away... We'll be lost before the dawn...