How hard is it to use a proxy?

Tools > Internet Options > Connections > Lan Settings.

Enter in your proxy, and start surfing. (You didn't say what kind of proxy, what you need for, what programs you need it to work with, etc.. )

Try iopus Ipig if that doesn't work for what you want. It's free, and will route all your connections through it, effectively masking your ip for everything. ie: games, irc, surfing, etc.

just use nycboe proxy its http://proxy.nycboe.org/proxy.pac port 8002 proxy.... can u also tell me what type of internet u have because right now i have dial up and i wanna get like free high speed but don't know what stuff to get