yes it sure is - but you have to scan all the ports - the most common port is 8080 also some linux servers run proxies on 3128 - which is a squid proxy try 8080 and 3128 quite a few admins change the defaults try this page http://www.freedownloadscenter.com/Best/scan-proxy.html
get the programs: netcat nmap idk if windows offers a version of netcat though. its the networker/hackers swiss army knife.
Those who have set up their servers wrong usually figure it out later when they see all the bandwidth being run up by others using it as a proxy. Sometimes a nasty message comes up when trying to use one, such as legal threats and the like about using someone else's bandwidth. .
but you'll be alright cuz anyone who is really running an open proxy without knowing it - is really not gonna know what the hell all the data and logs are telling them either
connection to http://www.monkey.com - 1024 bytes in connection to http://www.monkey.com - 1024 bytes out connection to http://www.monkey.com - 1024 bytes in connection to http://www.monkey.com - 1024 bytes out ...