Some basic question

[Ethereal]

Hello. I wan't to hack one webiste with exploit but im scared for my identity. So my question is ho w proxy works for some exploits, Example. I use exploit in terminal on linux and that exploit has no proxy. Im sure my post is understandable, sorry for my english. Btw pls someone tell me what is need for hiding identity for hacking.

[Axon]

You can't be 100% anonymous online. But to some degree you can make you identity hard to trace. Check lucid's topic in the anonymity section, you should find everything you need.

[RedBullAddicted]

There is a pretty good guide written by lucid. You can find it easily by using the forum search function. As I am in a good mood today I did the searching for you
http://evilzone.org/anonymity/the-art-of-anonymity-9178/

If your exploit does not support proxies you can try using proxychains on linux:
http://sourceforge.net/projects/proxychains/

Depending on your distribution it might be available from the packet sources. Here is a guide about the usage:
http://jameslovecomputers.wordpress.com/2012/10/14/how-to-install-configure-and-use-proxychains/

Have fun

[Ethereal]

Tnx to all, i download the Kali Linux