To change Internet Explorer proxy settings:

• Select Tools => Internet Options.
• Select the Connections tab.
• If you are using LAN, click “LAN Settings” button. If you are using Dial-up or Virtual Private Network connection, select necessary connection and click “Settings” button.
• Make sure the “automatically detect proxy settings” and “use a proxy automatic configuration script” options are not checked.
• In the “Proxy Server” area, click the check box next to Use a proxy server for this connection.
• If nessesary, enable “bypass proxy server for local addresses”.
• Click the “Advanced” button and set Proxy Server address (proxy IP), proxy server port.
• Click OK.

How to change Internet Explorer 6.0 proxy settings

• Select Tools => Internet Options.
• Select the Connections tab.
• If you are using LAN, click the LAN Settings button. If you are using Dial-up or Virtual Private Network connection, select necessary connection and click the Settings button.
• Make sure the “automatically detect proxy settings” and “use a proxy automatic configuration script” options are not checked.
• In the “Proxy Server” area, click the check box next to Use a proxy server ….
• If nessesary, enable “bypass proxy server for local addresses”.
• Click the “Advanced” button and set Proxy Server address (proxy IP), proxy server port.
• Click OK.

How to change proxy settings in Internet Explorer 5.x:

• Select Tools => Internet Options.
• Select the Connections tab.
• If you are using LAN, click the LAN Settings button. If you are using Dial-up or Virtual Private Network connection, select necessary connection and click the Settings button.
• In the “Proxy Server” area, click the check box next to Access the Internet through a proxy server.
• Set Proxy Server address (proxy IP), proxy server port.
• If nessesary, enable “bypass proxy server for local addresses”.
• Click OK.

How to change proxy setting with Firefox

How to change proxy setting with Opera 9.0