Tried to run the script, but it didn't work, script description says: «To work correctly, the proxy script requires CURLOPT_FOLLOWLOCATION option. For it's initialization you should disable safe_mode and open_basedir parameters. Probably this function is disabled.»
Safe_mode is disabled by default and open_basedir can not be disabled for security reasons.
Also, we do not welcome work of any proxy scripts on our servers.
If you need to run specific software or scripts on server, we recommend ordering a dedicated server.