You will find they are using a script to identify the ip of the vistor which is passed by your Internet Service Provider as you visit a web page.

To preserve anonimity people use proxies some times for blackhat stuff and otherwise to stay under the radar.

There are also proxy sites where you can surf under the radar such as

http://anonym.to

You can find a lot more out about proxies at http://proxyfirewall.org it's quite revealing how much people can find out about their vistors if they know where to look.

You can also get what they call a GEO script which identifies where a visitor has come from and shows them content accordingly.

I am not sure if this has been discussed but it can help when converting offers on web pages. I think you can buy or get free a script on places like Scriptlance.