New to this, using link assistant

Hi there, im trialing a seo software called link assistant and it has a setting for proxy servers.
I am a one man show and wondered do I need this, can I get banned for setting up links via my one ip address?

I know what proxy is (i think) but I do not know how to set up or why I would need it or if I do need it?

What do you think?

Rob

i dont know if this helps you but there is a browser called TOR which assigns a different working proxy to you every time you open it