Ok,
Follow the instructions here:
http://www.cableforum.co.uk/board/article.php?a=21
To add a new proxy server from this list here:
http://www.cableforum.co.uk/board/article.php?a=10
The proxy server address is the bit
after the = sign
Baguley 1 =
bagu-cache-1.server.ntli.net
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To copy and paste from the command prompt:
Right click on the left hand end of the title bar and select Edit > Mark
Highlight the bit you want to copy
Hit Enter
Now go to where you want to paste and hit Ctrl + V