An anonymizer is a tool that enables you to browse the internet without revealing your IP address.
Normal browsing involves a connection between your computer and that of the remote service or website. Because of that, the IP address of your internet can be determined and recorded. Law enforcement may be able to identify you using your IP address, and occasionally, patterns of internet usage attributed to recorded IP addresses can be used for data mining and other identification purposes.
An anonymizer typically takes the form of a proxy server through which you route all requests. Remote sites see the connection as coming from the anonymizer, not your computer.
This kind of tool typically requires that you make some specific configuration changes to your browser, or that you install an application that does that or acts as an intermediary in some other form.