First of all, you might want to know what a Proxy server is.

Wikipedia defines a proxy server as follows:

In computer networks, a proxy server is a server (a computer system or an application program) which services the requests of its clients by forwarding requests to other servers. A client connects to the proxy server, requesting some service, such as a file, connection, web page, or other resource, available from a different server. The proxy server provides the resource by connecting to the specified server and requesting the service on behalf of the client. A proxy server may optionally alter the client's request or the server's response, and sometimes it may serve the request without contacting the specified server. In this case, it would 'cache' the first request to the remote server, so it could save the information for later, and make everything as fast as possible.

Basically what happens is you send a signal to the proxy server which then retrieves the web page for you. It will in turn send the retrieved page back to your computer. The benefit of this is the site that you are retrieving sees the IP address of the proxy instead of your IP address. That is if you are using an anonymous proxy. Some proxys send your information to the target site to prevent abuse. Make sure that if you are using a proxy that it is an anonymous server.

The following is a short list of the information that a website can gather from users: IP Address, hostname, continent, country, city, web browser, operating system, screen resolution, screen colors, the previous URL you've been to, ISP, etc.

And, that's just the tip of the iceburg.

Some websites innocently ask for your email address to verify something or another. You give them the email assigned to you from your Internet Service Provider. Now I have your email along with all the other stuff listed above. Some websites don't ask for email address, they just install Malware (keyloggers, etc.) through active-X controls or they automatically install them by you clicking on a link or even scrolling your mouse over an image. Now they get emails with reports of every button you press (email addresses, cc#s, everything). Some even send periodic screen shots of whatever your looking at (we'll talk about getting rid of this stuff later on). The bad thing about keyloggers is they don't have to read through the stuff that's typed. It can be loaded into a text file and scanned with a bot to pull out the useful information.

Suppose my name is John Doe, and my Email address is jDoe@ISPee.net. It is extremely easy to figure out that the first letter of my first name is J and that my last name is Doe, but that's not all.

Some ISPs give their entire listings to web directories. Meaning, people can go to, say... whowhere.com, punch in the words John Doe or search for people with Doe as their last name on ISPee.net and find out that jDoe@ISPee.net does actually belong to John Doe, hence discovering your real name. It's a good idea to use an anonymous email address for websites you don't trust (Hotmail, Yahoo, GMail, etc.).

But it is also possible to use these web directories for many other nasty uses. Part of my real world job is to track people down. I can get your Social Security Number, Criminal Background, nearest living relatives, phone number, phone service provider, ALL of your previous addresses, etc, etc etc for just a few dollars. Go ahead, try it out on yourself, it's pretty scary.

Some ISPs also run finger daemons. A daemon is a program that waits for incoming connections on a specific or several ports. The finger daemon is a daemon that waits for open connections on port 79. Once you get in, you need to punch in a username on the system the daemon runs on and you will get tons of information about him/her. Now, suppose you know nothing about me besides my email address, the first thing you would do is to go to ISPee.net on port 79 and hope there's somebody there. If there is, you can find the following information by typing in my username, jDoe:

real name,

the last time I was online,

If I'm online right now, since when have I been online,

Whether I have new mail or not,

And much much more (some finger daemons might even give out things like my home address and phone number).

NOTE: Don't ask me to show you how to do any of these tricks. I'm not providing this info so that you can invade somebody's privacy, I'm providing it so you can protect yours. Just suffice it to say that it can be done and the things I'm going over here are just a small part of what can be done. There's enough information in somebody's household trash to do just about anything you want to em(buy a paper shredder).

This a is link to a software bundle that I like which is also fairly user friendly, http://www.torproject.org/download.html.en. You'll need Firefox installed (quit using Internet Explorer!!). The software integrates with Firefox (small button in bottom right corner of screen) and uses something called an "Onion" server to bounce your signal through various anonymous proxies making it pretty hard to figure out where you're coming from. It's fun to mess with Google with this one because their pages are served up based on which country you're from with a process called geolocation. It might think you're connecting from Europe or Asia. Just download the package that matches your platform and install. If you have any question about using the software, you can reply to this post. Just remember, I'm no expert, I'm just a tinkerer.

Another rule of thumb is, if the website seems a little fishy, it probably is. And remember that the smart bad guys are always one step ahead. No amount of software is gonna completely protect you, it'll just help put the odds in your favor.