• Double click on the My Computer icon on your desktop.
• Double click on the Control Panel icon.
• Double click on the Internet icon.
• Click on the Connection tab located at the top of the window.
• Place a dot next to Connect to the Internet using a modem.
• Place a dot next to Access the Internet using a proxy server.
• In the box titled Address enter the name of the proxy server nearest to your location.
  
• In the box titled Port enter the number 80.
• Click the Advanced button.

• Enter the name of the proxy server nearest to your location into the box titled HTTP.
• In the box titled Port enter the number 80.
• Place a tick next to Use the same proxy server for all protocols.
• Click the OK button to exit this window.

• Click on the OK button to save the settings and exit this window.

End of Configure Internet Explorer 4 proxy settings for Windows