You can configure Microsoft Internet Explorer to use a proxy server to connect to the Internet. A proxy server acts as a security barrier between your internal network and the Internet, keeping others on the Internet from being able to obtain access to information that is located on your internal network. This article describes how to configure Internet Explorer to use a proxy server over a Local Area Network (LAN) connection and lists the proxies that Internet Explorer supports.
To hide the IP address of the client computer so that it can surf anonymous, this is mostly for security reasons. A proxy server can act as an intermediary between the user's computer and the Internet to prevent from attack and unexpected access.
