What is a proxy?

Episode 1322 (45:29)

Jay from Providence, NC

Jay noticed in OS X El Capitan that there's something called "proxies." What is that? Leo says that unless he's using a proxy server, he should ignore it. If it has been set and he didn't know it, it could be a security software thing. Or perhaps a VPN. Proxies are used so that he can link another computer to get online, or use a different service. If it bothers him, he should just turn it off and see if it affects anything else. It could also be malware.