How to get proxies to work?

you need to set up the correct ip, i used to use a proxy called httptunnel, and what you had to do was assign particular port on the program say 365 and then link this with your internal ip and the ip of the proxy,

so you would assign a new port, 127.0.0.1:365 to the proxy ip myproxy.com:365
then tell the program to use 127.0.0.1:365 as its gateway.

if you have a particular iport you have been told to use by the proxy website, goto internet options, proxy, and enter the iport in the relevant sections and then test it.