Is using a proxy server illegal in New York?

What I am basically asking is whether or not masking my ip address will get me into trouble.

No, you have a right to privacy, most websites log your details and can log your IP, using a proxy server prevents this. It is totally legal in most countries. It may not be legal in China as they limit Internet access.

You must not break any laws while using it, then it does become illegal. The police can track you.

Facts About IP Change