How important it is to use anon proxy?

Hi guys,
I'm using SB to scrape urls for comment posting.
Is it important to use anon proxy and if so why is that?

Anon proxy will hide your IP address (and if good, won't give away information that you're accessing website through proxy). Note that transparent proxies DO not hide your address nor the fact you're using proxy.
You usually want to do this to hide origin of comment (yourself, your location).