Configuring your browser manually

FireFox
Tools - Options - General - Connection Settings - Manual proxy configuration - View, and for HTTP and FTP type name of your proxy server (example: proxy.net) and port number (example 3128).
Mozilla, Nestcape Navigator 6.x, Nestcape Navigator 4.x, Netscape Communicator
Edit - Preferences - Category - Advanced - Proxies - Manual proxy configuration - View - Set proxy for following protocols: HTTP, FTP, etc.
Konqueror
Setting - Configure Konqueror... - Proxies - Enable "Use proxy" - Set proxies for HTTP, HTTPS, FTP or other protocols.
Internet Explorer 5.x, 6.x, 7.x, 8.x
Service - Internet Options - Connections - Choose your connection and click "Settings" button for dial-up connection or click "LAN Settings" button in the "Local Area Network (LAN) Settings" group box - Enable "use a proxy server - type proxy name and proxy port - If nessesary, enable/disable "bypass proxy server for local addresses" - OK
Internet Explorer 4.x, Internet Explorer 3.x
View - Internet Options - Connection - mark "Access the Internet using a proxy server". At ADDRESS type name of the server (example: proxy.net) and at PORT type port number (example: 3128), click on advanced button and mark "Use the same proxy server for all protocols".
Opera 8.x, Opera 9.x
Tools - Preferences - Advanced tab - Network - "Proxy servers" button - set Proxy Server address and proxy configuration port - OK.
Mozilla Thunderbird proxy settings
Tools - Options - Advanced - "Offline and Connections Settings" -"Connection Settings" - "Set up Proxies for accessing the Internet" - select radio button for "Manual proxy configuration" - set Proxy Server address and proxy port - OK.
mIRC
Tools - Options - Open Connect - Firewall - in "protocols" combo box select SOCKS4, SOCKS5 or Proxy (for HTTP, HTTPS) - set Proxy Server address and proxy port - OK.
Emule
Options - Proxy tab - enable check box "Enable proxy" - choose the SOCKS4, SOCKS4a, SOCKS5 or HTTP 1.1 - enter "Proxy host" and "Proxy port" - OK.
Kazaa
Tools - Options - "Firewall" tab - select "Use SOCKS5 Proxy Server" - set proxy addres in "Hostname" field and proxy port in "Port" field - OK.
AOL Instant Messenger
"Setup" button - "Connections" button - "Connect using Proxy" box - set Host and Port - select protocol type - OK.
Yahoo Messenger proxy settings
Login menu - Preferences - "Connection" tab - 'Use proxies' - set your proxy address and port - OK.
MSN Messenger
Tools - Options - "Connection" - "Advanced Settings" - set proxy address and port - OK.
Windows Media Player 9.x, 8.x, 7.x
Tools - Options - Network tab - in the Proxy Settings area click protocol you going to configure - select 'Use browser proxy settings' or change this setting to manually configured proxy - OK.

Once you have carried out this simple operation, you can start surfing the Web leaving traces as if you are from Bulgaria, USA, North Korea (that would be fun!) or somewhere else, but ...there is one more very important privacy concern, "Is My Proxy Anonymous?".