steganos..does anyone use this?

after doing those online pc security tests, my pc passes all but the stealth test.. my ip address is still shown..i use zonealarm security suite all settings are set to their highest...is my my ip address supposed to still be visible?....im trying the steganos anonymity program. it cloaks my ip addy very well but slows my system to a crawl and some pages wont display...i think this program uses a proxy which i have researched can be dangerous.{leads hackers to your system}...any education will be helpful thanks