Set up for Proxy Surfing
Well as I seem to have talent to turn a very simple procedure into something extremely complicated - I'm going to resort to pictures to demonstrate. Hopefully using one of the very few useful new functions in Vista - the Windows snipping tool :)
So here goes - (click on the images to view a bigger one)
Proxy Surfing in IE
So here we can see where you set the proxy in Internet Explorer. It's quite easy to find, if you are at school or work the proxy settings will possibly already be populated as you'll be surfing via the school/college/work proxy. If you can't modify this setting it's probably locked down by Windows Security settings applied via GPOs (Group Policy Objects)
Proxy Surfing in Firefox
Here we see where you set the settings for proxy surfing in Firefox. There's a little bit more information but the majority will just require the HTTP and SSL addresses settings, you'll need to find the port from the proxy you are using.
Just pop the IP address in of your proxy and that's it.
So what Happens after I put in the Proxy settings
When you input the proxy address into the browser and restart, from that point on all your web browsing goes through the proxy. This is one of the reasons that business and schools use them - it enables them to track every site you visit, how long you surf and what things you get up to online whilst using their facilities.
Despite this the reason people use them to stay anonymous online is that the web server you visit will have no record of your IP address, just the address of the proxy server. So Proxy surfing is a component of surfing anonymously online.
Remember though - You are trusting ALL your Web Surfing Data with the owner of the proxy so make sure it is a legitimate one !! Many of the free anonymous proxy servers online are run by identity thieves and hackers.