Question: What is a proxy server and what would a teenager use it for? 

Answer: A proxy server is not something a teenager would use. It is usually something they are trying to get around. Most schools (if not all) have proxy servers installed to block IM and sites like MySpace. Teenagers are trying to figure out how to get around them so they can use MySpace at school. \nIf they are trying to set up a proxy server at home, they might be trying to hid their porn use.
This question from the Yahoo Q&A forum is categorized in the topic: Sports