We present a progress report on a project aimed at determining the absolute proper motion of the Small Magellanic Cloud (SMC), with respect to background Quasi Stellar Objects (QSOs) that can be used as fiducial reference points (Anguita et al. 2000, Pedreros et al. 2002, Pedreros et al. 2005). The motions thus derived, when combined with existing radial velocities, will allow us to determine the space velocity vectors of the satellite of our galaxy, which in turn will place important constraints on its orbit. This knowledge is crucial to determine if the SMC is gravitationally bound to the Galaxy, and to our understanding of the evolution and origin of the Magellanic System. In general, the proper motions of the satellites of our Galaxy are necessary to understand: a) the origin of the Milky Way (MW) satellite system and its relationship with the formation of the galactic halo, b) the nature and origin of the streams that seem to align different subgroups of these galaxies, and c) the role of tidal interactions in the evolution and star formation history of low mass galaxies. Using the Las Campanas Observatory (LCO) du Pont 2.5-m telescope and a CCD we expect to achieve, on a time-base of five years, and with six epochs of observations (of which four epochs have already been successfully secured, and a fifth has been granted for late 2005), a proper motion precision of 0.8 mas/year (1 mas = 1 milli-arc-sec) per QSO, for the SMC, on 10 QSO fields. This precision is sufficient to address the specific problem of reconstructing the past and predicting the future orbit of the SMC. A comprehensive study of the MC-MW system can lead to a greater understanding of galaxy evolution and the physical processes governing star formation in galaxies, and provide us with insights into the role of galaxy interactions in stimulating star formation. In addition, the MCs may also hold important clues to understand the formation of the MW halo.