During a HTTP connection, the IP address of the client machine is necessarily transmitted in order to get the information back. This allows a server to identify the source of the web request. Any web resource you access can gather personal information about you through your unique IP address - your ID in the Internet. They can monitor your reading interests, spy upon you and log your requests for third parties. Also, owners of the Internet resources may impose some restrictions on users from certain countries or geographical regions.
An anonymous proxy serves as a middleman between your web browser and an end server. Instead of contacting the end server directly to get a Web page, the browser contacts the proxy, which forwards the request on to the end server. When the end server replies to the proxy, the proxy sends the reply on to the browser. No direct communication occurs between the client and the destination server, therefore it appears as if the HTTP request originated from the intermediate proxy server. The only way to trace the connection to the originating client would be to access the logs on the anonymous web proxy (if it keeps any). So an anonymous proxy server can protect your identity by stripping a request of all identifying information.
Another common use of anonymous proxies is to access sites which are normally blocked by your upstream ISP. For instance, web proxies are often used by people to access sites which have been censored by their companies, organizations or governments.
An anonymous web proxy is a type of proxy server that works through a web form (also often called a CGI proxy). Instead of configuring the address of the server in the browser as is done for HTTP or SOCKS proxies, you simply navigate to the home page of the Web / CGI proxy. Web proxies hide users identity from the sites they visit, keep cookies at their site, and delete them after each session and selectively remove scripts, images, etc.
To use a web proxy all you have to do is to visit its home page, enter a web address in a small web form and hit "Go". A proxy makes all of your requests on your behalf, so the web site you are viewing only sees the IP address and information for the proxy server, not yours. Web proxies support HTTP and sometimes HTTPS and FTP protocols. There are many web proxies available, some are free, some require a low monthly or one-time fee for use, and some are for private groups or parties.