The Zen of Wally - the Master is there but not there, and with a few effortless button pushes turns the PHB inside out like a rubber glove....genius...
Take it from somebody who works in a datacenter, the Internet is not very traceable when one is trying to avoid detection. Any computer can generate an e-mail from any e-mail address and if you have access to an open proxy you can only trace back to the IP of said proxy and considering somebody left an open proxy on the Internet, they probably won't be smart enough to be tracking access to the proxy itself.