On internet explorer go to tools menu and then internet options. Then connections-->lan settings, then tick "use a proxy server" and type the ip and port. Many anonymous proxy servers can be found here
. When a server is specified, outlook express also uses it while checking mails so don't be surprised if you fail to download your mails while the proxy is on. Also most of these servers on this site don't seem to work but just some of them do. You'll have to try them and it may get frustrating after a while. Another thing, your connection speed therefore download speed may decrease if you use a slow server. I guess specifying a proxy server is similar with netscape and opera too.