Theoretically yeah, but you would really have to know what you're doing to remove ALL traces of what you were up to. You'd have to scub every single log in the windows machine and probably even the router upstream. Proxy surfing through someone elses connection is going to leave traces all over the place, especially your ip address. Plus it's questionable whether the authorities would really do anything about it, especially since some random person calls them up to report them surfing for kiddie pr0n. Chances are more likely that you would miss something and you'd be the one doing 5-10 in federal prison. Try explaining that your new cell mate "bubba".
BTW, I would be careful who I scanned with that thing, as alot of people don't take to kindly to it and neither does your ISP.