proxies are usually used to remain anonymous as your conduct your internet activities,
unless you are up to no good I wouldn't bother worrying about setting up a proxy,
you need to configurate your browsers, e-mail accounts, basically everything that accesses the internet to go through a proxy or multiple proxies, this is not hard to do, in your browser under internet options there is a setting for using a proxy,
you can download software programs that will configure your system for you, GhostSurf etc, just google it and search around,
some work better than others, you can go to internet sites like 'Audit My PC' or 'What Is My IP Address' to check and see if the proxy you have set up is working,
basically when you visit any site they have many details about your computer, it's address (IP) so that they know were to find your computer, the site can tell what your OS is and what browser your using and what it's version is,
you will use a proxy to hide your real information,
the way they work is that your computer will route it's data (sent and received) through one or multiple computers/servers (hubs) depending on how paronoid you are. These hubs could be anywhere in the world, the Middle East or China were ever it may be,
say you are in America communicating with another computer in America through a proxy, the other computer will see the IP address etc of the hub you are using in Africa for instance, the data will take longer to reach each computer,
certain websites requiring the true IP address etc will not work properly,
using a proxy that is routed through Iran means that the American government are surely not likely to retrieve the data as the Iranian's are unlikely to co-operate.
