If this system is as advertised, the only people who will have records of what you do are the people at secure-tunnel.com. SSH is better than SSL and it's a good idea to have all the traffic go through just one port. So it's an improvement on anonymizer.com. But they say right up front that they can scan your traffic for spamming and will cough up all information on any court's order.

If you want to be anonymous, the easiest thing is to use various public computers located in places without surveillance cameras.