That won't put a bunch of junk on my computer? also will they be able to tell I'm using a proxy?
It shouldn't put anything on your computer. What a proxy does is lets you hook to their server and surf through their computer. That's how you get a different IP addy in the deal.
Now, that being said you can take a sizable speed hit when you use a proxy. You may be on a DSL but they can be on an overloaded cable with a bunch of people on the proxy.
As to being able to tell, that's a maybe. Proxy's are known and can be blocked. There's forum software that can detect a proxy. I've been in a couple that even will have a Proxy Detected icon in the lower right corner when you use one. It depends on the site and how they react to them. You also run the risk, (that doesn't really hurt anything) of using a proxy that someone has already been IP banned at. It doesn't hurt you but you have to get another one. Sometimes you may have to try several before you'll find a combination that works for you LOL