Although it seems you browse the Internet anonymously, this isn`t actually true. There are always residues of your browsing left; also, your IP address can always be detected and registered. So, if you really want to browse anonymously, you need UltraSurf.
On the one hand, UltraSurf deletes and cleans up all traces of your activity in logs, cookies, temporary files, etc. On the other hand, it hides your IP address while you browse; this way you browse anonymously and securely.
UltraSurf also lets you apply security filters so the data you transfer from the Internet is conveniently encrypted.