yahoo messanger security option

Hi all,

Today I have opened the yahoo messanger and go through the connection option. there I found four more option

1) No proxies 2) firewall with no proxies 3) Use proxies 4) No proxies is found

Can any body tell me what is the significance of this options and what is the concepts behind these option?

Thanx in advance!!!!!!!!!!

Regards, Ravi