so how does this vps/vpn/proxy thing work for xrumer?

I was browsing the forum and people are saying that I shouldn't use my main IP from my dedi/vps or it will get hacked or something... Okay what if I buy a proxy? what is the advantage of buying a proxy over getting another VPS?

With a VPS, you will know who is using your ip. But who knows who is all sharing the same ip or sniffing out your information when using a proxy.