Baisically: Whenever you do something on the internet, you are identified by your ip address. With a court order your ISP has to give out your personal information based on an IP address. Cannabis.com stores your IP address (as does every other forum). If the FBI/CIA/DEA/other fascist organizations were to get a court order against you you're screwed.

But, with a proxy server: The proxy acts as a messenger for you, relaying all the information, and the only IP address cannabis.com or anyone sees is the proxy server's IP address. So even with a court order they're stuck, cuz they can't track you. All they know about you is what proxy server you use.