If somebody is using some kind of proxy server to connect to the internet, does their computer connects to the ISP first and then to the proxy server, or does it connect to the proxy server first and then to the ISP? Some of my friends are able to get free internet on their mobile using some Proxy servers. I am not asking you for free internet, I am only asking you how this would be possible. How are they are able to trick the ISP firewall?