Setting the Proxy Server in Internet Explorer

Open Internet Explorer 

Click the Tools button, and then click Internet Options.

Click the Connections tab, and then click LAN settings.

Select the Use a proxy server for your LAN check box.

In the Address box, type the address of the proxy server. (i.e. proxy.swgfl.org.uk)

In the Port box, type the port number. (i.e. 8080)

When you are finished making changes, click OK until you return to Internet Explorer.