[url]http://www.google.co.uk/search?hl=en&q=using+proxies+in+internet+explorer&btnG=Google+Search&meta=[/url]
Oh look, a whole page of results that explain exactly what you want to know.
The state of this forum is getting ridiculous. If you're too lazy to put any sort of effort into answering your own question, we are too lazy to help you with anything more than a Google or Wikipedia link. Some people are paid to work *-5 answering support questions; we are not.
Inevitably someone will take this as elitism; as an attack on those with little knowledge in the subjects discussed. It is not. We have no problem with people being 'newbies', but there are plenty of websites dedicated to being definitive resources on any subject imaginable; one of them being Wikipedia.
We will answer anything to the best of our knowledge, provided you have tried to find the solution yourself, otherwise we'll see you as lazy. Remember, we are mostly here for our own entertainment, and while we will help people, we will not do their own work for them.