From the FAQ:
http://www.weblockapp.com/faq/
"Weblock does not affect the security of your connections in any way. We also do not act as a proxy server for your traffic. Every time Weblock blocks some content, its because your device will try to get it through a dummy proxy server. Thats how the blocking works.
What do you mean by "dummy proxy"?
Every time Weblock blocks some content, it's because your device tries to get it through a proxy server, which is not able to handle this a connection. That's what we call the dummy proxy. By default Weblock uses IP of 8.8.8.8 and port 53. This IP actually belongs to multiple DNS servers worldwide, which are operated by Google. We've decided to use this particular IP for several reasons: 1. iOS requires the dummy proxy to be a valid IP address accepting connections (so it's not possible to use local IP address of your device, since there is no open port to connect to). 2. It's really responsive, fast and stable anywhere in the world. 3. It's NOT ABLE to handle HTTP/HTTPS traffic and it immediately closes the connection (perfect!). 4. It's widely recognised and well known IP, so you don't have to be concerned about your privacy. We're really sure Google is not logging all web connection attempts made while blocking content from your device, since this dummy proxy is actually a DNS server supporting very different protocol. If for some reason you would like to use different dummy proxy, please go to Setup -> Settings to set your custom dummy proxy for blocking content. Please notice, that using a proxy which does not accept incoming connections may result in content blocking failures."
I'm actually very surprised that Apple approved these applications since they are blocking iAds as well as web ads (the Weblock web site explains how to setup the app to block ads over WiFi). But they are in the App Store and work surprisingly well.
