A anonymous proxy is designed to fetch a page and display it without the Url going through your work or schools firewall.
Any program that does this would be in function a proxy. The TOR Private Proxies network in Germany in theory is a proxy but has a different name. At the heart of web browsing almost all Surfing goes through a proxy server. In Linux it is called Apache in Windows I think just proxy service.

It basically is the way the net works.