@PartyPooPer...XDDDDD you made my day--in case you were serious that is a very bad idea, it means it's the ping from the proxy to you+the ping from the proxy to the players. Everyone will have sky high ping.
If you don't use a router you are set, however if you have one you need to know how to port forward.
~~Lastly, if your internet connection sucks then just rent a vps or dedicated server.