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say u host a website and people come and place orders with you while your away, u come back and see the orders have been placed by somebody, how will you find out if the person who placed the order used a proxy or not..??

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A website is hosted in a web server, perhaps you meant that your web server is a Windows server but it sounds like you at home use MS Windows. Just to be clear, what you yourself use to browse to your website does not affect how others reach your website.

Depending on the proxy they may or may not set the X-Forwarded-For header, which would give away that the request is being forwarded.

Another option is to check the IP and try to match it to a database of proxy IPs, for example http://yaph.sourceforge.net/

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