When you browse the Internet anyone can easily track your online activities, know your operating system and the browser you are running, sites visited by you, find out your computers name, examine your history list, examine your IP address, dig into your cache, and use that to learn basic information about you and your computer. So it is very much better to be anonymous while browsing the Internet. If you are looking for tools to protect your anonymity then I suggest you to go for Tor.
Tor is a free software which helps you to defend against traffic analysis. Tor protects you by bouncing your communications around a distributed network of relays run by volunteers. These giant network of Tor servers called “onion routers”. It can prevent you from others who are interested in gather information, watching your Internet connection from learning what sites you visit, and it prevents the sites you visit from learning your physical location. Tor works with many of your existing applications which includes your web browsers, instant messaging clients, remote login applications and other applications which are based on the TCP protocol.
When you download Tor, you also get other software lie Privoxy, a proxy program. Tor runs from your system tray and you can start it just by right-click it and choose Start from the menu that appears; to stop it, right-click it and choose Stop. Once it starts you just start using the Internet and everything is taken care by Tor. It also includes a bandwidth tool that graphs your bandwidth use.