Tested this software from the CD of Hackin9 May-June 2008. According to Amplusnet, it supports Windows XP/Vista with IE 5.5 or later. But, when I installed it on Vista SP1 which comes with IE 7.0, it gets connected to the proxy successfully with no ip address as shown. Checking online with grc.com and whatismyaddress.com both confirm the ip address is unchanged. Also, the ip address provided by amplusnet.com is wrong if you are using a router to connect to the Internet which is very common nowadays.
After installing on XP computer, I activated Anonymous Browsing with IE 6.0 SP3. After choosing a proxy server and clicking on, Amplusnet.com shows the new ip address. But, checking online with grc.com and whatismyaddress.com don't display the page with ip address due to the proxy server until it is turned off.