What is an Anonymizing Proxy?

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Tons of variations exist, but in general an anonymizing proxy is simply a proxy not owned by you that you can connect to that forwards an anonymized version of your request on to wherever you'd like it to go. The receiver can figure out that it came from the anonymizing proxy, but can't directly tell that it originated from you.

You can't just run your own anonymizing proxy because if requests only come from you and the proxy sends request from an IP associated with you, then it's not anonymous at all. Because of this and because of the need even for the anonymizing proxy to limit/observe your activities in the situation where you're trying to do something illegal, you generally have to pay for the service.

A company that has provided anonymizing services for a long time is http://www.anonymizer.com, although there are many others.