By default BackTrack does not seem to come with tor or privoxy. These tools are very useful in providing anonymity. You can read about the tor project at wikipedia.
1. Install tor and privoxy
apt-get install tor privoxy
2. Modify privoxy configuration
Add the line:
forward-socks4a / localhost:9050 .
Save the file (ctrl+o).
3. Restart privoxy
4. Restart tor
You should now have tor and privoxy running and you should be able to configure software to utilize tor by using 127.0.0.1:9050 in the proxy settings of the specific programs you want to push through the tor network.