Once you've sorted that out, though, all that's left to do is click 'Connect to proxy'. (Although it may be wise to restart your browser, just to avoid potential problems.) ChrisPC Free Anonymous Proxy will then find a proxy server for you, modify your settings to use it, and you'll immediately be ready to surf with your new identity and IP address.
This all worked just fine for us we were given a French IP address and could then browse as normal. Browsing speeds were a little slow, but you can always try connecting to another server.