your PC has this IP address, it is a magical thing given to your precious PC or other device connected to internet at your home, or pretty much any other place, when you connect to a PROXY server, the mr. proxy this magical dwarf hides your IP from the big bad man at ISP or your own router, yes he might live in your router, want to block your Pr0n or some other very important content on the internet that you want to watch.
So your PC gets internet from your internet provider, but instead of going straight to *insert sample pr0n website* it goes to proxy and asks to fetch the *insert thesame sample pr0n website* so the internet provider wouldn't know you were going to *insert sample pr0n website* or even the *insert sample pr0n website* wouldn't know you were there, as it would thing its the proxy doing the bad thing.
If that doesn't help, im out. can't think of any way to dumb it down anymore without firing up paint. But no i don't think you could use a Proxy to access the JPN PSN. Why can't you do it normally anyway? Japan hasn't IP banned you has it them whatever?