How To Proxy?

Mods lock this.
A friend told me how on msn. :)



Hey all, I know how to, its just that when I do a proxy it still shows my Ip address. :\ Anybody know how to do it so it doesnt show your IP Address? I like did it under Tools-->Internet Options--->
Connections--->Lan Settings

and I plugged in the proxy server & port number. It still dont work

Ive tried various proxys off:

http://atomintersoft.com/products/al...xy/proxy-list/

and it dont work. Maybe Im doing somthing wrong? I wanna do a proxy so my internet connection remains anonymous. :D Ya, I are nOObish. Help appreciated.