I have a problem with showing wrong data from GeoIP. For our web sites based in Serbia its showing that all visitors are coming from Germany. I didn’t update Piwik to 1.2 or change something in GeoIP plug in, it just started two days ago without any reason.
I don’t mean a proxy in front of your browser but some proxy at the host, a reverse proxy which is delivering the pages to each customer. You should ask your host about it. As far as I know there are settings in piwik which can be used to get the real ip.