Even if you use a proxy, you still have the possibility of getting cought. Since XP now supports raw sockets you're now able to SPOOF ip addresses from Windows.
Another way, remote login to a system and attack another system through the computer you just logged into
you >> computer a >>hacking>> computer b
then erase logs of computer a of your login.
Another way, remote login to a system and attack another system through the computer you just logged into
you >> computer a >>hacking>> computer b
then erase logs of computer a of your login.