It means they're accessing your site through a proxy server that masks their real IP address. Keep a close eye on that member as I've found that people who feel the need to hide their IP address are invariably up to no good.
By the way, please edit your screenshot to remove the member's e-mail address.
Search is your friend “I was having a mildly paranoid day, mostly due to the fact that the mad priest lady from over the river had taken to nailing weasels to my front door again.”