First u need to find website with proxy... for example:

;
Find proxy with correct port... for example to connect with website port 8080;
Now open "internet options" (im using non english wersion OS so maybe i translated wrong)
Open"connections"...
Mark your connection and click on "settings"... now mark "use proxy server..."
Now type ip and port from website...
Done
Some proxy servers doesnt work so use other
When use this tip proxy will work on only port which u place in settings
I hope it will help u
Btw... i have dynamic IP so i dont have this problem
EDIT
Its easest way to use proxy but easy to detect, so if u gonna to... do bad things... watch out