Accessing "HTTP_X_FORWARDED_FOR"

[sirugo]

I'm administrating a webserver which is behind a proxy.
The [REMOTE_ADR] variable gives me the proxy-address only but I have read that it should be possible to access the visitor's real IP through [HTTP_X_FORWARDED_FOR].

When I look at the environmental variables that come with a call, the [HTTP_X_FORWARDED_FOR] is not in the list.

How do I access it?
How do I enable it?
Does it have to be done on the proxy itself?

Running a WinNT with PHP 4.2.3

Thanks
Paul