1. Open Internet Explorer from your computer's start menu.
2. Go to the 'Tools' tab and click it.
3. Choose 'Internet Options' from the list provided.
4. Select the 'Connections' tab.
5. Hit the 'Settings' button and then choose what type of proxy connection you want to configure. There will be 3 choices. Place a mark in the circle beside the option that best suits your needs.
6. Click 'OK' when you are finished. Your proxy connection is now configured.