In internet explorer---
go to tools >internet options>connections>lan setting> then click use a proxy.. enter the proxy and port..
in firefox -----
tools>options>general>connection settings> then use a proxy and same thing.
then go to
http://www.showmyip.com/ and see if it shows as a proxy or not
p.s. heres an http proxy that works to test with
206.207.175.69 port 8080