According to Wendy Boswell of About.com, a proxy website is a middleman between the website being viewed and the website viewer. A proxy works by relaying Internet connectivity through a different web server, thus changing the IP address of the device viewing the website and anonymizing the viewer.
There are different types of proxies. A proxy website is a website that is visited by an Internet user and used as a browser within a browser. Proxies add an extra layer of security against hackers who may wish to steal an Internet user's personal information. Certain types of proxies provide more anonymity than others.