Is it safe or safe to use proxy firewall?

Just as the title says. I kinda like its feature but I would like to have some feedbacks of those who are using it...

I'm just concerned because it might have some strings attached because its always free.

Anyway I'm not a techy guy so I just want to hear others feedback.

Thanks!:drinking8

Yes it is safe to use because proxies acts as an intermediates. Due to this it become difficult for the intruders to get the packet information.