For Internet Explorer:
Go to Tools and then click Internet Options which should open a box for you.
Then go to Connections where it should show a button towards the bottom which says LAN settings, click this and it will open up another box.
On this box again towards bottom there is a section labeled Proxy Server, you click the box under this which says Use a proxy server for my LAN......
This then allows you to enter an Address (which is your proxy) and a Port.
This is where you put your proxy info. Press ok on all the boxes and your done!
To make sure your IP has changed, before you do anything go to.
www.ip2location.com . It will show your orginal IP so if your in US it will show USlocation etc. Then once you have changed your proxy, close your browser and then open again and go to
www.ip2location.com and it should show a different location!