Proxy Checking Script - Where To Place / Good Idea To Use?

Just wondering if this would work well if a forum is getting hit by proxies?
And would one add it too header or index?

[code=php]
<?php

/**
* Block Proxy Script
* Copyright 2009 - www.pgmr.co.uk - contact@pgmr.co.uk
*/

function checkProxy {
if($_SERVER['HTTP_X_FORWARDED_FOR'] || $_SERVER['HTTP_X_FORWARDED'] || $_SERVER['HTTP_FORWARDED_FOR'] || $_SERVER['HTTP_CLIENT_IP'] || $_SERVER['HTTP_VIA']) {
die('No proxies allowed');
}
}

?>
[/code]

Edit: It seems this may catch a bit too much I was told...