The term proxy site most commonly refers to an open proxy, which is a web site that allows a user to surf the internet anonymously. Using a proxy site, or web proxy, users can unblock web sites that might be banned through their internet connection at work, school or elsewhere. A user seeking to hide their IP and get to blocked web sites can navigate to a proxy site, enter the URL of the site they want to access, and then gain access to that site.
In short, find a fresh proxy site ( like http://trustproxie.co.cc/), type the URL on the form provided from the site and you can surf without anyone knowing your IP and identity, till one of the Internet filters finds out about the site and includes it in the excluded list of proxy websites. Read the post for more and take a look at ProxySites to see a list of 3,247 + active sites.
And if you ask yourself, if there is a search engine which helps you search the Internet without revealing who you are or sending any private info from your PC to the sites you visit - there is one called
Startpage. Phil Bradley has a nice review here and there is also an introductory video explaining how the "world's most private search engine" works. If privacy matters to you, Startpage is a good place to begin.