Set proxy server under Vista

        A proxy server is a server between a browser and a web server. It is usually only necessary to change the proxy settings when connecting to the Internet via a local area network. By default, Internet Explorer automatically detects proxy settings.
This article describes how to manually set up a proxy server in Internet Options in Windows Vista.
Operation steps
Click "Start" → "Control Panel" → "Network and Internet", click "Internet Options". As shown in Figure 1 Internet Options:

Figure 1: Internet Options
Under the Internet Options dialog, click the Connections tab, and then click the LAN Settings button. As shown in Figure 2 LAN settings:

Figure 2: LAN Settings
Under the “LAN (LAN) Settings” dialog box that pops up, select the “Use a proxy server for LAN” checkbox. Then click on the "Advanced" button. As shown in Figure 3 Advanced:

Figure 3: Advanced
Under the Proxy Settings dialog that pops up, set up different types of proxy servers (such as HTTP, HTTPS, or FTP). Then enter "Proxy server address to use" and click the "OK" button. As shown in Figure 4, the proxy server address to be used:

Figure 4: Proxy server address to use