Instead of your computer going directly, say, to CNN to request a page. If you are using a proxy server, the proxy server will request the page for you, and then pass you the result.
But what's the point of that? Sounds like rather pointless middle-layer management. Well, here are some reasons:
1. Caching. Proxy server can save a previously requested page and serve it back faster. That is of course really only relevant in the Compuserver and America Online days.
2. Filtering. If your organization really cares about censoring your surfing activites, they can use a proxy server to control access.
3. A proxy such as The Cloak could provide "anonymous service", which would then allow you to hide your info. This, is the much more interesting application. Privacy is a double-edged sword ...
