Sorry to break your heart, but it dont matter if you use an alien server. There is no secret data compression. Here is an earlier post to check out.
So what does the proxy accomplish? Here's what I learned.
1. The number one purpose is to do all the DNS lookups at the gateway. Essentially, when you request a web page, there is a bunch of setup transactions that take place before the web page can be displayed. This is especially true for web pages that have a lot of objects for which DNS needs to be resolved. At minimum, any commercial website (CNN, MSN, etc.) that displays ads falls into this category, but you'd be surprised to see how many objects are hosted on different domains and/or servers. If the proxy is setup in your browser, either via the optimizer or because you set it up manually, you can get the DNS for all of these objects much more quickly -- you're hitting one server right at the gateway, instead of reaching out to every server for the information. This is the #1 reason for using the proxy, and it should make your web surfing much more responsive.
2. The number two purpose is caching content. If the content is at the gateway, you can receive it more quickly than if you need to reach out to the originating server(s). It should be noted that my engineering expert said that this is far more secondary than the first reason to use the proxy.
There is no benefit to bandwidth usage, neither for customer nor company. The purpose is to make your web surfing experience as fast as possible.
Link to post http://wildblueworld.com/forum/showthread.php?t=415
Exede Customer Since (03/05/2012) Linksys WRT54GL (Modified). Beam (324) - Gateway (ELLIS, KS)