Answers:
IE: Tools/Internet Options on the Connection tab. Click on the "LAN Settings" button to estimation your proxy settings.
Firefox 2.x: Tools/Options. On the Advanced tab, check on the Network tab and later the settings button underneath "Connection."
Your firewall settings (on XP) are beneath your Network Connections surrounded by Control Panel. You uncap the properties page of the gridiron nouns surrounded by grill and click on the "Firewall" tab.
If you're trying to do this on some other type of system, you'll own to specify what that system is so that someone can give support to you on it.
WG