PS3/PS Vita developer SKFU has released a proxy for use with the PS Vita, here is a quote from the source:

Quote Originally Posted by SKFU
This application in beta stage currently has the following features:

Proxy especially for PS VITA, but surely works for anything
Filters especially for PlayStation Network traffic
Automatic fixes of misformated URLs
Raw data, DNS, and URL replacement
Last request fast access
SSL support
Save Logs

Please be sure as always to have the Visual C++ 2008 redistributables and OpenSSL, both 32-bit version installed correctly on your computer.

Thanks for your great support!