Windows Internet Explorer automatically detects proxy settings. However, you might need to manually set a proxy with information supplied by your network administrator. Here's how:
Open Internet Explorer by clicking the Start button . In the search box, type Internet Explorer, and then, in the list of results, click Internet Explorer.
Click the Connections tab, and then click LAN settings.
Select the Use a proxy server for your LAN check box.
In the Address box, type the address of the proxy server.
In the Port box, type the port number.
If your network requires separate proxy addresses and port numbers for different services, such as HTTP, HTTPS, or FTP, click the Advanced button, and then type the individual proxy server addresses and port numbers to use.
When you're finished making changes, click OK, and then click OK again.
If you follow the steps to change proxy server settings and still find that the address you type for a new proxy server isn't remembered, here are some things to check:
If you're entering a Uniform Resource Locator (URL) or Internet address for the proxy server, be sure you're using slashes (/) rather than backslashes (\) when typing the address. For example, type http://servername rather than http:\\servername.
If you're entering a universal naming convention (UNC) or local network address for the proxy server, make sure you're using backslashes (\) rather than slashes (/). For example, type \\servername rather than //servername.