Enter Proxy Settings in Internet Explorer

This is a series of instructions on how to enter proxy settings in Internet Explorer.

Steps

Open Internet Explorer.
Select Tools from the menu bar of your Internet Explorer window.
Select Internet Options.
Select the Connections Tab.
Select LAN Settings.
Place a checkmark in the two tick boxes under Proxy Server (the Address and Port edit boxes will now turn white and be editable).
Enter your Proxy server name and the port number in their respective edit boxes.
Click on OK and OK until all the windows have closed.
Close and re-open your Internet Explorer and you should be good to go!

Use a proxy server for your LAN means that you intend to enter your own proxy settings into the edit boxes below.
if it doesn't work after that go back and see what you did wrong
- The Tick Boxes explained:
Bypass proxy server for local address means that any material that you wish to access on your LOCAL network should NOT go out to the proxy server (because the proxy server sits between two different networks and the data you need is not on the network on the other side of that proxy server).
If you have Websense or an administration lock on your computer this may not work.