This paper gives an overview of the functions of the proxy servers in accessing multimedia objects over the Internet. The proxy servers use the cache replacement policies to select the cold objects to be removed from cache to release space. They use the object partitioning methods to divide each multimedia object into cacheable and non-cacheable parts. When the client bandwidth is insufficient to receive the original object, the proxy servers convert multimedia objects into objects of lower resolution in order to adapt to the client characteristics. When multiple proxy servers are present, they may work together in a cooperative manner to further enhance the cache efficiency or in a distributed manner to evenly spread the load. In summary, proxy servers become the centre of management with respect to the delivery of multimedia objects from web servers to clients over the Internet.