A question of proxies.....

[MCPv2.0]

From all the security sight tutorials I've been reading online, be it about proxies to wingate, to chaining IP's, etc., call me a dumbass if you want, but doesn't going through a proxy server only apply to the items you surf and emails you want to keep anonymous? Or would it actually apply to, say, files that you download on a p2p program? It seems like this function usually has to be built into the app, ala an ES5, and quite frankly, there's more out there than ES5; just curious.....
If anyone with knowledge on this matter out there would like, 2 respond, it'd be cool to hear from ya; thanks.

[Sephiroth]

Correct some proxies would provide zero benefit. Proxies and P2P dont mix because they are slow and inefficient and even if you use one its not completely safe and its just not worth the trouble nor is it real efficient.

[Truncheon]

I've been trying to use Multiproxy. While I've been spending all this time trying to get one of the servers on the list to work, it did suddenly dawn on me that it really wasn't going to help me with p2p. But, with every wild goose chase, I seem to learn a little more!

[Sephiroth]

multiproxy only works with web browers to view the internet through a proxy. It doesnt work on p2p programs at all.