why do we have to create the proxy class for consuming the web services?

what does the proxy class for a web services should contain?
what does the proxy class do?

i am a novice in programming? can anyone explicate this in the terms of "hello world" programming style.

i would be thankful . coz i have searched a lot and nothing could clearly make me understand.
NO dude, i am from a dot net project. but thanks for your effort, if possible get me the clarification on the dot net perspective ?

It basically figures out the routing for the services…Here;

http://java.sun.com/j2se/1.3/docs/guide/reflection/proxy.html

(I’m guessing that you’re using java.) There’s already one in the library you just need to figure out how to implement it for your situation.