Select the View menu, and then select the Internet Options menu item. Select the Connection tab.
In the Proxy Server area, click the box next to Connect through a proxy server until a check mark
appears in it. Press the Advanced button. In the text area next to HTTP enter the string localhost
(one word, no spaces). In the adjoining Port field, enter the number 4128.
Click the OK button. If you previously pressed the
Settings button, press the OK button again.
Important: Make sure that this is set only for HTTP protocol
and do not change settings for HTTPS, FTP, Gopher and Socks protocols.