Encode URL will encode the URL requested by you. This only makes sense, if you don't use https, which should really be avoided.
Allow Cookies will make the proxy to accept Cookies. This can be used to track (not to unhide!) you, but disabling this will break many sites, especially if you need to login.
Please note: You need to enable Cookies in your browser too, to make this work.
Remove Scripts will remove JavaScript which can be used to bypass this proxy and find out your real IP.
Please note: If you like to enable JavaScript for the proxy, you have to enable it in your browser too.
- Remove Objects will remove things like Flash, which normaly bypasses any proxy-settings and unhide your real IP.