...The posting advised Internet cafe users to set up a proxy -- a software program that erases digital footsteps such as Web addresses or other identifiable information -- before Web surfing. "I advise you to carry this program in your e-mail and it should be with you anywhere you are," it said....
-washington post: http://www.washingtonpost.com/wp-dyn/content/article/2006/04/12/AR2006041201968_pf.html

No, damnit, a proxy is a piece of software (or, occasionally, hardware), that passes data for you. It does NOT erase digital footsteps, such as web addresses (which, unless you mean on your local machine, really isn't a "footstep") or other identifiable information: if you submit your name in a form, it won't strip that out. Some proxies are designed to do the above, but not all are.

::facepalm::

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