which will be used for internet services to the clients 

in windows NT and linux they will call proxy 

where has in windows 2000 onwords we can IIS also as a 
proxy

A proxy server is an intermediary between the user's
computer and the computer they wish to access. For example,
if a user browsing the web requests a page from a web server
at a university in the USA, the request is directed to the
proxy server, which then makes the request from the USA Web ...