Web proxies we discuss here are used to unblock sites. Many of these proxies run the Glype 1.1 script which you can obtain from ww.Glype.com.
However, the origin of Proxy is rather caching websites for faster access and bandwidth consumption reduction.
Such a proxy for instance is built-in Microsoft Internet Information Server (IIS).
More about it can be found in www.iis.net/overview, see Dynamic Caching and Compression.