Every computer that connects to the internet does so by using an "Internet Protocol address." or IP address. An IP address is a number that is assigned to a computer that identifies it over a network connection. Every single action that you take over the Internet can be traced back to your IP address. Although the only way to completely obscure your actions over the Internet is to remove your connection, your IP address can be masked by using a "proxy server." A proxy server is a computer that serves as an intermediary between you and the Internet. All of your actions will take place under the guise of the proxy server, making it very difficult to trace any actions back to your IP address.
Open the "Tools" drop down menu in Internet Explorer.
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Select "Internet Options."
Click on the "Connections" tab on the Internet Options menu.
Select "LAN settings" from the Connections tab.
Check "Use a proxy server for your LAN," and input the proxy server IP address in the "Address" field. Input the port number in the "Port" field. Click "OK" to accept the settings.