What is a proxy service and how do I use one?

It was suggested to me that as I couldn't access this site which was working fine for everyone else, I should try a proxy. The problem is that I have no idea what it is or what it's for!
Thanks in advance!

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia…).