Some services, such as Web and File Transfer Protocol (FTP), are point-to-point so that a client can make a connection directly to a server. Allowing clients inside your network to connect directly to hosts on the Internet is generally unsafe. One solution is to use a proxy server (also called an application-level gateway) to interact with external servers on the client's behalf. The client communicates with the proxy server, which relays approved client requests to servers and relays responses back to the client. External hosts do not connect directly to clients in your network.
Microsoft Exchange Server and many other e-mail systems use a store-and-forward design, which uses a proxy mechanism. Clients connect to servers that reside on the local network. Servers then communicate with each other to transfer e-mail messages. If Microsoft Exchange Server is configured correctly, separate proxy services are unnecessary.