if you're reading this, we may share a common goal of keeping our privacy secure on the Internet. To achieve this there are a variety of methods but they almost all involve proxy servers to some extent.
The proxy server can be found in many guises on the internet and indeed there are many different types but they all face the same challenges in how to handle the different protocols that are used on the internet.
A proxy server operates at the Application layer of the OSI model and in general they have two ways of handling protocols - they can either be proxied or tunneled.
When we talk about a proxy operating at the Application layer we basically means that the proxy server actually understands what is happening. At this point we can do neat things like filter the protocol, perform logging and operate access control.
If a proxy doesn't understand a protocol however it will generally just tunnel this information between the client and the server. This relaying happens generally with any protocol that the proxy doesn't have specific support for it, examples are things like SSL protocols which are normally just tunneled by most proxies (but many don't support SSL at all) including many of the web based proxies you'll find on the internet.
Examples of protocols that do operate at the application level and which are truly proxied are things like HTTP, FTP and Gophur!
If you've been using the internet for a while you may remember gophur it was a protocol designed for searching for documents, it was pretty popular at one time but I don't think anyone uses it much now outside maybe a few universities.
Anyway the important thing to remember from a privacy point of view is that ever piece of data you send through your web browser when using a proxy, goes through that proxy server - make sure you know it's secure and well run !