This may be the stupidest question. I have seen many people talk about proxy. I know what it is. But how do you use it? Is it a script? Do you need a website?
Here is a good Unity Forum thread on Networks and Proxy Servers. Is that what you are referring to?
This isn't really the best place for a question like this. It's not a bad question or anything, you will get a better answer from a more generic networking page or simply searching the web since servers and such aren't Unity specific.
http://en.wikipedia.org/wiki/Proxy_server
http://serverfault.com/ (This might be useful, but I doubt it.)
Ok this was a while ago. Yes not the best place. N one else has to answer this, I got this fixed with help from the forms. Took a while.