Ok. Let's start from scratch.
As you said, PHP is a programming language. Therefore, there are computer programs called "scripts" that are written in the PHP language.
A script is written to run on a certain version of PHP.
You told us that you want to convert your proxy from PHP4 to PHP5. That suggests to us that you had PHP4 on your old machine and you just got a new machine with PHP5 on it and you want to run your old proxy script (that you know works on PHP4).
So when you say, "I'm not sure what version of php I have", then I would respond, "Then why do you want to convert your proxy to PHP5?"
As for the last part of your email, you wrote, "I didn't undestand what "try using the code with php5" means." Here's what that means: Find a computer with PHP5 installed and try to run your proxy. If it works, then you don't need to fix it, change it, or convert it.
So you need to find out what version of PHP you have on your computer. And you need to figure out why you want to convert your proxy from 4 to 5 if you don't even know which version of PHP you have installed.