Today I downloaded A4Proxy. It seemed to be just what I wanted. Before I register I wanted to test it out on a site that does privacy tests on proxies. My browser was set correctly with the 127.0.0.1 proxy. With each and every proxy that A4Proxy gave me (twelve in all), the test brought up not only my IP but also my username. How could this be? The URL is http://www.rental-web.com/~azuma/cgi-bin/env.cgi I surely will purchase A4Proxy if it can make me anonymous.
That page uses a Java applet to display your IP and send it to the server. It is a feature of Java: applets can ignore the proxy settings of your browser and connect to sites directly. You should disable Java in your browser (it is also a good idea from the point of view of security; Java is not a secure environment).
In IE it can be done on the Security tab (select Internet Options from the Tools menu). Select Internet Zone in the list and select Custom security level. Then click the Settings button, scroll down the list of settings until you see a group of options called “Java permissions”. Select Disable Java and click OK. It is also a good idea to disable everything connected with ActiveX – Microsoft’s own version of downloadable applet standard.
In Netscape, select Properties in the View menu, click the “Advanced” item on options tree on the left. The panel on the right will display a number of options; you must un-select “Enable Java”.