What is a proxy?

A proxy is an address ( IP address ) of a  Server (proxy server)  that is placed between your computer and the Internet
                                    
                            Without Proxy



                                 With Proxy




The advantage of a proxy is that your real IP address is Hidden so when you hack  your giving the IP address of   the proxy sever and not your real IP address Same  way if your a normal Internet user the hacker won't get your real IP but the IP of the proxy server.You can use it to enter site or forum that you are IP is banned
Follow the link given below to Surf the web Anonymously

http://computertipstricksandhack.blogspot.in/2013/09/how-to-surf-web-anonymously-with.html