On SneakBoxOnline I found a nice picture that shows how a web proxy works. As mentioned many times before on this blog, a web proxy acts as an intermediate between your computer and the site you are trying to visit.
When your computer requests a Web page, it is retrieved by the proxy server and then sent to your computer. The effect of this action is that the computer hosting the Web page never comes into direct contact with anything on your home network, other than the proxy server.
Another important aspect is related to the ISPs (Internet Services Providers). By using web proxies you don’t hide yourself from your ISP! They will still be able to see what you are browsing.


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[...] As you know, web proxies are the simplest way of hiding your IP address. A web proxy acts as an intermediate between your computer and the site you wnat to visit. This way, the targeted site won’t see your real IP address, but the IP address of the proxy. (read more: How Web Proxies Work) [...]