CGI proxy (web proxy) is a kind of buffer between you and other web resources.

When you request a web page directly, you are exposing your details to the server you connect to.

CGI proxies (web proxies) are web sites which allow a user to access other sites through them.

A user visits a CGI proxy web site and then requests a web page, a file or other resources available on other sites.

CGI proxy sends this request to the necessary site, gets "answer" and returns it to user.