The ISP I use on my N1 doesn't allow me to open facebook. Using a PC, I can use Google DNS server (126.96.36.199) to by-pass them but on N1, I can't find where to put the stufff.
Please help if you know how to.
While you're on Wifi, have a look in Wi-Fi settings > menu|Advanced.
It looks like it's easier when you're on Wifi than when you're on a celular signal (3 or 2.5g).I've found a blog post here that seems to do what your asking, but you may need to have rooted the phone, or at least be comfotable with editing a few system bits and bobs.
The following was added as an edit to the question. It seems like it should be an answer.
Eg., for me, I use