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What is a proxy
A sort of "middle man" on the internet. Normally when you go to a website, you send your "request" packets straight to the site's server, and then the server sends "reply" packets back which is what you see as the website. With a proxy, you send your request packet to a server, which then sends a new request packet to the website's server, which then sends back a reply to the proxy's server, and the proxy sends the web site to your computer. This can be used for anonymous surfing on the web.
