A proxy server is a server connected to the internet that will forward a request for you to the final destination, usually HTTP. The reason people use a proxy server is to cover up the originator's IP address. You can send your request through a second proxy server, or even a third server, and the results of the request are forwarded back through the servers to you. Thus querying google.com would make it look like you were coming from the proxy server's ip address, not your own. Nefarious tools use proxy servers, as well as people who want to remain anonymous. Typical uses are for scraping web sites.