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As an example, a user can send a http request from the computer to proxy server, then the proxy server will communicate with the web server (computer won’t talk to web server directly) and then return the web page information back to the user’s computer, so that the user’s computer IP can be hidden and prevent unauthorized access to user's computer through the Internet. This kind of proxy server is also called anonymous proxy server.

There are also additional features can be implemented on proxy servers, such as filter to check and warn you on phishing, spyware or other unsecured websites, URL website blocking filter and caching to improve request response time. The proxy server can be a program installed on computer, proxy server set up on your home network or the public proxy server on Internet. Check out here on how to use free anonymous proxy server to surf Internet.