The primary purpose of the Proxy server is to stop unauthorized users from modifying records of logs. A system with a good Proxy server will permit you to examine records and logs but will not allow you to change them. As such, you will not be able to remove any logs of your actions, nor will you be able to make any alterations to any records on the target system.

Proxy servers are extremely popular on government data systems (such as the social security database) and other systems where the data itself is sensitive. They can be bypasses simply the disabling them on the target computer (which will typically require admin access) or by running a Proxy_Disable tool. Both of these methods will cause you to get noticed. You can also bypass them silently with more advanced software tools and a Connection Analyser.