To change proxy settings in Opera 9.0:

• Select Tools => Preferences.
• Open the Advanced tab and select Network sub-category.
• Click the “Proxy servers” button.
• In the necessary proxy field(s), set Proxy Server address and proxy configuration port.
• Click OK.

Set up proxy settings Opera 8.x:

• Select Tools => Preferences.
• Open the Advanced tab and select Network sub-category.
• Click the “Proxy servers” button.
• In the necessary proxy field(s), set Proxy Server address and proxy configuration port.
• Click OK.

How to change proxy setting with IE