How to tell IE (dial-up usage) to use a proxy server

On the menubar click on Tools and select Internet Options. Now click the Connections tab and on the Settings button (not LAN Settings...!) under the dial-up connection tab. Once the new dialog box opens, check the box which is next to the message Use a proxy server for this connection. Click on the Advanced button. Uncheck the box that says Use the same proxy server for all protocols. In the two HTTP boxes at the top, enter the desired proxy server name and port number. Close each one of the open dialog boxes by clicking on OK.