You use a proxy server, usually for security, filtering content and anonymity. A proxy sever acts as a middle man between you(the client) and the internet. By default, your internet browser determines your proxy settings, and your IP is visible to the public. This is normally the case on you home computer. Now, you can use a proxy by specifying its address and port number. For example: if you're at work, it is most likely that you're connected to the internet through a proxy server. Now, if you want to work at home securely you can acquire the address of the proxy server used at work. This will put you on a private network(more secure).