Proxy Servers

I am trying to learn what proxy servers are and how they work. I've discovered a little about them on YouTube and Wiki. Then I tried using a proxy in both Firefox and IE. It's easy enough to set up the connection to the proxy IP address and the port, but...I get a message saying 'Your system policy has denied access to the requested URL' when I try to access, eg Google.
Can anyone tell me where I go in my PC's system to find the setting that is blocking my use of a proxy?
Many thanks.
13:59 Fri 16th Oct 2009
 
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But... what are you wanting to use a proxy for?

A proxy is a simple concept:

Instead of connecting like this:

You --------------------------> Server to connect to

It goes like this:

You ----------------> Proxy ----------------------> Server to connect to.

One popular use is to save bandwidth: a university may operate a proxy server, so when visiting a website, your computer asks the proxy for the website. It can then determine if the copy of that website it has stored is current with the actual site, and if so, you'll just get the version of the site from the proxy. This way, the uni doesn't have to spend additional bandwidth out of their internet network, saving money.
Question Author
I'm trying to post an advert overseas on a website for that country but it says you can only post free ads if you live in that country. If I get a proxy showing my IP as from that location I can probably get round that restriction. My system seems to be preventing from doing that - unless it means my ISP doesn't allow use of proxies. I could just find another website from that country that allows international posts but I thought it would be an opportunity to find out what proxy servers can do. I've also read that some proxies are set up to collect your data so I'll not be conducting any transactions that way.
With a proxy, you're trusting your stuff to a third party. Don't send any private information via a proxy unless you know what you're doing. HTTPS streams should be ok though (since they encrypt the end-to-end connection).

The proxy you are trying to use may well be a SOCKS proxy. Make sure you enter it in that text box, and not the box for (example) the HTTP proxy.

On Windows, use the proxy system in Firefox (which handles proxies on its own), or go into control panel, internet settings, and change it there. The latter place is what the system will use, including internet explorer.

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