Proxy Servers

I have no idea how proxy servers work, but I thought all I had to do was type in the address I wanted, into the proxy server, and that was it... so I tried that for host gator for my secondary account so they don't match the 2 accounts, and it says access forbidden behind proxy wall... and all of the other sites that load, are all screwed up looking, and just show text with all the alignments messed up. What am I doing wrong? How am I supposed to use these?

Actually, is there another way to do this? Can I use IP Changer?