Let's say you are running a campaign on a UK website that detects where it's users are coming from. If you access the website from within the UK the site uses browser and IP information to GeoLocate you and match you to the correct website locale.
You go to show your colleague in the US but they don't see what you are seeing. This is most likely because they are being presented with the US version of the website.
An easy way around this is to use a proxy. Without too much detail you pass your connection through a server in another country ( the one you want to appear to be in ) and when the website checks you out it see the location of the proxy and not where you really are.
A great little tool for doing this is this Google Chrome extension:
Once installed you can quickly change the location you appear from within Google Chrome and avoid messing around with complicated network settings on your Mac or PC.