I am using an anonymous Proxy on Port:80under HTTP in my Firefox browser. I went to test my proxy and came up as the one I put in my browser. But, when I go to this secure web order page, my real IP shows at the bottom next to Connection Source like this below:

Connection Source: (My Real IP):1183
Agent: HP-UX 10.02
HTTPS Connection: SSLv3, Cipher: DHE-RSA-AES256-SHA, Key Size: 256 bits
Submitted To: https.openbsd.org:443
This page mangled by OpenBSD SpongiForm V 0.9 -

Also, I went to test my firewall on this webpage, and it had my real IP on there too. My question is, why is it doing this???

Is it the IP of your machine or of the proxy server? I'm confused or am I not following/reading your question correctly?

Its my real machine IP address.showing up on the secure ordering page. Not the anonymous one.