Help: I see this on a PTR page "We Don't Accept Members Using Proxy".

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I saw this line on a PTR program: We Don't Accept Members Using Proxy Or AOL! I tried to read about this proxy thing but I still don't understand. The questions here on mylot were about "proxy servers" and here it only says proxy. Is it the same? How can I know if I am using a proxy or not? Thank you for your help.