Vista - Proxy?

Hello Vista users, ( And all the others members here ) Im not a really in that network stuff so I suck at that, so I just was wondering what is a "proxy" ? Im using wireless router can I use a proxy?

Why do people use proxy?
Can there be consequences with using it?
Were can I find a proxy?

Thank you!!!

Proxy server - Wikipedia, the free encyclopedia

Okay Ill quote my self
Im not in that stuff, I have no idea of so whatever of networking etc.

But seriously Ill try to read trough all that,thx!

I think the Wikipedia article is pretty easy to read. But in few words: A proxy server is a vehicle to browse on the web without showing your own identity. The webpage you link to via a proxy will see the proxy ID (IP address) in lieu of your own.

Thank you whs! That was a good and short explanation
Is it hard to make a proxy? My friend was talking about something that we could use a proxy from China or something..(he meant as example) We Live in sweden.

Here you have a list of free sites: Proxy List - Fresh Unblocked Proxy Sites!

Aah! Great, thanks!
But , is there any proxy that I can use like when Im playing online games?
Thanks. Like use it for some time, not just surfing all the time when im on the internet , thanks

I am really not sure about on-line games because I never play such games. There is a delay when you use the proxy. But I have no clue on how it would affect your games. Maybe there is another friendly soul around that has experience with games and proxies.

Hehe, well..I don't know how to explain but is there any proxy that lets me use another IP or Proxy (?) Still when im playing games etc?