SMTP,poxy -Hiding IP address-anybody have any idea?

[Hirosh]

I am still wondered by seeing some email utility senting spam that hides the IP address using a proxy server example http://mailinglistmaster.com/index.cfm?action=proxylist anybody have any idea what thay doing or which protocol they using? anyway i am montitoring the TCP/IP events i am not interested in writing a spam utility but just curious,so help me if u can hirosh