This tutorial is for those proxy lists which are in IP

ort format like
http://samair.ru/proxy or other popular sites.
Opera
Go to Menu Bar >> Tools >> Preferences; select the
Advanced tab; select
Network option from the list; click on the
Proxy servers tab. Checkbox the proxy options (most common are HTTP and HTTPS for general browsing) and enter the IP and Port numbers in appropriate boxes.
A screenshot as an example for proxy IP

ort as 203.200.9.11:8080, click on thumbnail to enlage
Firefox
Go to Menu Bar >> Tools >> Options; select
Advanced from the top menu; select
Network tab; select the tab
Settings for 'Configure how firefox connects to the internet'. Check the
Manual Proxy Configuration and put in the IP and Port in the boxes after
HTTP option. Others are optional as before and depends on what you need.
(In *nix OSES (Linux, OS X, BSD ...), for Firefox follow Menu Bar >> Preferences and the rest remains same )
An example snapshot in Firefox for IP

ort as 203.200.9.11:8080, click on thumbnail to enlage
Check if the proxy is anonymous or elite by going to the link
http://samair.ru/proxy/proxychecker (if you use proxies to hide your IP or conceal your country when you are surfing otherwise skip this option).