kooling,
First, since your new here, please review the rules at:
http://www.battleforums.com/announcement.php?s=&forumid=7 . Please look at #10 specifically. Posting 3 times in a row is consdering spamming. Next time, please use the "edit" feature to add on stuff to your posts.
Now... here is the definition of a proxy server. You could have found this in google if you'd taken 5 seconds out:
Proxy servers are programs that mediate between a workstation user in a networked environment and the Internet beyond. They are associated with a "gateway," which separates the internal network from the outside; a "firewall," which screens all incoming traffic and protects the network from unwelcome intruders; and a "caching" program, which looks locally for previously downloaded web pages. If the requested page is not found, the proxy server goes out to the Net and retrieves it, almost invisibly, for the user. Apparently, this is a safe, efficient way of handling inbound and outbound traffic on a network.
Basically, if you need a proxy, you'll have to find one to use.