How to connect Apple TV (3rd Gen) to the Internet through proxy?
I've not used this particular service but from the looks of it it seems pretty straightforward and easy to setup and configure with a Apple TV. There's a video titled: Apple TV Setup for Smart DNS Proxy on that page that'll guide you through the steps.

Basically what you'll be doing is the following steps:


Setup an account on Smart DNS Proxy website from a PC
On your Apple TV go to Settings &rarr; General &rarr; Network
Go to Configure DNS and select Manual
Select an IP for a DNS server from this page that's reasonably close to you
Reboot your Apple TV


NOTE: The full steps are here if you need to change your location etc.