o-e First a proxy simply hides your IP address. It doesn't change the routing. So..... Hotspot shield is a proxy and VPN. VPN stands for Virtual Private Network. If you are looking to obtain "anonmity" It will take you a few months if you research soooo here I go. The best way (even though you are not asking to hide yourself to hack a website... This is how I found out.) to stay anonymous is to change your MAC address. Possibly using SMAC 2.0, Then use a proxy and VPN. One that doesn't log. (Most do just warning.) I would use HotspotShield (If your gonna hack a website please use ToR before you connect to HotSpot Shield. But the best Proxy and VPNs which doesn't log are the ones you buy.