How to setup a proxy on Firefox
Steps -
1) Start of by going along the top bar and finding "tools" in Firefox 3.6.13 and then left clicking the "Tools" go down and left click options.
2) Then a menu of options will appear, go to the option all the way towards the right hand side of the option box "advanced" Then on the sub section option go onto "network" and then settings, in the image I have blurred out the options you don't need.
3) Your connection settings should then appear, click on manual proxy, I then pasted in the proxies information that I had gotten. When filled in click "OK" and then you are done.
Extra
4) Go to http://www.whatismyip.com/ then your IP should appear. If your normal IP doesn't appear and a different one does, then you have setup correctly and it should work properly. If your normal IP does show up then you may have a dead proxy or an proxy that you are unable to connect to. Try my thread for a fresh list of proxies daily - http://www.hackforums.net/showthread.php?tid=996677