Why use a piratebay proxy?
ThePirateBay has been blocked by several ISPs (internet service providers) across the globe.
Proxies are a technoloigy in which they are a "middleman". They fetch ThePirateBay on your behave in a country where it isn't blocked, and forward what they see to you. Of cource, using a proxy isn't the only way, you can also use a VPN
If you want to read more about these blocks, you can read the following article at the number one Torrent news site: TorrentFreak