title: how does http proxy work?
body: <p>I searched the web for something about http-proxy.
  I read wiki-articles about proxy server.
  But I still don't understand how http proxy works, stupid me.</p>
  
  <p>Here is my assumption about how http proxy works:
  If I set the http-proxy to a specific one, say Proxy_A, then when I start up the chrome/IE, type in a specific URL, say URL_A, does the chrome/IE send the request directly to Proxy_A, 
  then the Proxy_A sends the request to the real server of URL_A?</p>