A proxy doesn't really change your IP. It's just NAT (Network Address Translation) running of a public router. It translates your IP to a non-standard port on it's own address and then forwards the traffic to the reciever using that source address. The packet %26quot;appears%26quot; to originate at the proxy. The reciever can't see what the original source address was.
Your address never really changed, it just looks like it to the receiver. Anyone who knows your real IP can still send traffic directly to you.