An Introduction to Web Proxies
Web proxies intercept traffic from your systems as they move to other systems, analyze the packets, then send the data along. There are a lot of reasons why you might want to intercept packets. Originally the main use case for a proxy was as a caching server. In this use case, the first time a person in your network goes to a website, the static content (particularly graphic images) gets downloaded and cached. Then, because the content is local, the next person to hit that site will get a fast response.