A proxy server is a server based somewhere on the Internet that will receive your requests for resources, such as Web pages or files on an FTP (File Transfer Protocol) site, download them on your behalf, and then send them to you.
The proxy server is used to access Web pages by the other computers. When another computer requests a Web page, it is retrieved by the proxy server and then sent to the requesting computer. The net effect of this action is that the remote computer hosting the Web page never comes into direct contact with anything on your home network, other than the proxy server.

Proxy servers can also make your Internet access work more efficiently. If you access a page on a Web site, it is cached (stored) on the proxy server. This means that the next time you go back to that page, it normally doesn't have to load again from the Web site. Instead it loads instantaneously from the proxy server.

Just as you can register for a proxy to vote in an election on your behalf, you can use a proxy server to access resources on your behalf. However, because you're sending all your requests to a single server and expecting it to act on your behalf, if an unscrupulous administrator ran the server, that person could track absolutely everything you do and any data you send or receive.
This includes usernames, passwords, credit card numbers, and other sensitive information. This makes for spyware opportunities. Programs such as HijackThis lists a proxy server in its search results. Later in this lesson, you'll see how to use a proxy server to your advantage.