#6 They can and will block proxy sites as they find out about them. Most
companies subscribe to a list of sites to block. Trying to get around their
filtering by using a proxy is usually considered violation of company
policy.
#8 In this case proxy means they have a server you connect to. That server
will pass on approved requests to the internet and give you a "hey, that
site's blocked" if the site isn't approved. Besides filtering, the proxy
server usually keeps a cache of frequently accessed sites to improve
performance.