It's a simple Java based application, running an all system, that can run java virtual machine (javavm).
This program will start with some web pages, scan for new links to other pages and than visit them.
No. You are not getting anonymity. But it should be harder to track your normal page visits
You can try Tor to get some anonymity.
Their can be some reasons:
At first you're using this tool on your own risk. But why should it be illegal to use another program as your browser to visit web pages?
But it could be, that this tool will visit some pages, which you would never visit. And if some one (e.g. your country, your ISP or the web hoster) will track this access, he could blame you for this and you could get into trouble.
You get all available version on Sourceforge.
There are some available:
You only need to uncompress the file and save the directory where ever you want to.
You need 1.5 or higher.
For some operations systems, there are helper scripts: