While browsing the Net, I found the following information. The only changes by me were formatting and spelling corrections. Enjoy!
How To Surf Safer With Anon Proxy Servers
by H. Basturd
Q: Why use an anonymous proxy server?
A: Simply to hide your IP address from web sites you connect to on the Internet. Whenever you go to a web site, ftp site, etc.; that site can see your IP address. Your IP address is your location in the network and can be traced back to you unless you use an anonymous proxy server.
Q: What are the drawbacks to using a proxy server?
A: By having a proxy server sit in between you and the sites you are going to you are adding some additional hops the data packets have to make, thus they are usually noticeably slower to use than connecting directly to the site.
Q: How do you use a proxy server?
A: I would recommend downloading and installing Netscape Communicator (link is provided at the end of this document). This way you can leave your Microsoft Internet Explorer alone to use to go to any site you do not feel the need to hide your IP address from. Use Netscape to go to any site that you want to hide your actual location from. After installing Netscape Communicator, run it, then click on EDIT (in the top menu bar) then click on PREFERENCES, then expand the ADVANCED item by clicking on the arrow next to it, then click on PROXIES. This is where you put the IP addresses, and port number, of the proxy severs you want to use (link is provided at the end of this document to a public proxy server site). Make sure you choose servers that are anonymous or high anonymity, transparent servers will still give away your IP address to the site you are browsing. You should probably find proxy servers for HTTP, SSL and FTP since these are the most common protocols used by websites (Gopher isn't use much anymore, SOCKS wouldn't hurt but its not used very often just browsing and downloading). I recommend not using proxy servers in the US, Canada or any other country that has a close law enforcement relationship with the US. Also I wouldn't use servers in countries that are probably being watched by the US government for other reasons, such as terrorism. To be even safer, you can change which proxy server you use occasionally. I change about once a week. You can also use WhatIsMyIP.com to verify that your IP address is that of the proxy server and not your own.
Hope this helps you to surf safer.
Comments, Praise, Complaints?