The recipient of the request (a website) then returns the requested data back to this proxy server, and the proxy server knows to forward it back to you.
When you make an request for a web page or data stream, this second computer intercepts this request and forwards it using its address. This second computer then acts as your proxy. Although your ISP provides you with your final IP address to your house, with a VPN you login to another computer. A VPN is a very common way businesses do security.
