proxy_ips or Why does every visitor to my website have the same IP address?

[eluser]jackbenning[/eluser]
I'm using ci_sessions with the databse option.
I'm on a clustered hosting solution.
ci_sessions is working, but every visitor to my website have the same IP address???
My hosting provider say if I want to get correct client IP address, I need to replace REMOTE_ADDR with: HTTP_X_FORWARDED_FOR

How can I do this in CI? What's the best way?
WIll using proxy_ips in my config file work? If so, how do I use it?