Matt Keil, CEO of Palo Alto Networks, says employees are using their favorite applications whenever they want. External proxies (private or public) enable employees to bypass existing controls, such as a firewall and URL filtering, and IT-implemented proxies. The purpose of an external proxy is plain and simple browse the web, use web-based applications, without the organization having control or even knowing about it. External proxies are defined as those that the IT department would not endorse for enterprise use. The most commonly detected proxies that fall into this category are CGIProxy and PHproxy.
Source: https://threatpost.com/how-employees-evade-it-security-controls-051109/72693/