It may be possible for web-servers/websites to find the real IP while behind a proxy. Generally HTTP proxy servers, upon receiving a request from a client/user, append a new field (X-Forwarded-For) in the HTTP header and subsequently forward the request to the web-server. This X-Forwarded-For field has the client's IP address. Hence, by analyzing this field, a website can figure out the real IP address.
However, the proxy servers provide different levels of anonymity. If a highly anonymous proxy is used (also known as elite proxy), then it might not be possible for the website to find the real IP address, as these elite proxies don't usually include such headers. Another option is using Ultrasurf if you want to hide real IP address.
Check this post for details on x-forwarded-for header and a simple demo python script that shows how a web-server can detect the use of a proxy server: X-Forwarded-For