how does a proxy work

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I have a router at work and I am blocking certain sites like break.com
myspace and other slackoff sites. Currently, I'm blocking sites by domain
and or ip address. I was wondering how easy it would be to circumvent this.
I don't know much about proxies but from what I do know I suppose if someone
had one they could access those sites but is it software you install or do
you simply access the blocked websites by requesting the info from another
website?


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