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Configure Microsoft Windows Internet Explorer, Mozilla FireFox & Opera To Use A Proxy Server
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Instructions To Configure A Proxy Server In Microsoft Internet Explorer 7
To begin, open Internet Explorer and click Tools > Internet Options. In the new window that opens, click the Connections tab and then click LAN settings.

In the new window that opens, ensure that Automatically detect settings and Use automatic configuration script are not ticked. Also ensure that Use a proxy server for your LAN and Bypass proxy server for local addresses are ticked. Click Advanced.

In the new window that opens, type either the IP address or host name of the proxy server in the HTTP proxy address box. A port number should also be entered, this is often 8080. All other boxes should be empty and Use the same proxy server for all protocols should be unticked.

Click OK to close the Proxy Settings, Local Area Network Settings & Internet Options windows. You have now successully configured a proxy server.
To unset a proxy server, return to the Local Area Network Settings window and ensure that Use a proxy server for your LAN is not ticked.
Instructions To Configure A Proxy Server In Mozilla FireFox
To begin, open FireFox and click Tools > Options... In the new window that opens, click Advanced, select the Network tab and click Settings...

In the new window that opens, select Manual proxy configuration and ensure Use this proxy server for all protocols is not ticked. Type either the IP address or host name of the proxy server in the HTTP Proxy address box. Don't forget to also enter a port, often 8080. All other proxy boxes should be empty unless you have been told otherwise.

Click OK to close the Connection Settings and Options windows. You have now successully configured a proxy server.
To unset a proxy server, return to the Connection Settings window and select Direct connection to the Internet.

Instructions To Configure A Proxy Server In Opera
To begin, open Opera and click Tools > Preferences... In the new window that opens, click Advanced, select Network from the list on the left and click Proxy servers.

In the new window that opens, ensure that only HTTP and Enable HTTP 1.1 for proxy are ticked. Type either the IP address or host name of the proxy server in the HTTP address box. Don't forget to also enter a port, often 8080. All other proxy boxes should be empty unless you have been told otherwise.

Click OK to close the Proxy servers and Preferences windows. You have now successully configured a proxy server.
To unset a proxy server, return to the Proxy servers window and untick HTTP.