And there's another cool thing that the proxy server does. It reads the Web page as it's returning it to you. That means less waiting for images to download. I already have a proxy server. I get weird BorderManager errors.
Many Web pages change from time to time.
For example, the Toronto Star's Web page is updated many times throughout the day with breaking news. If you think that you've been given a stale page, hit your Refresh or Reload button. The proxy server honours reload requests and will go out and fetch the page from scratch. Your data is encrypted throughout its entire path. The proxy does not cache encrypted data, so nobody else will get your bank balance by mistake.