How to set up a proxy to access the web and also access chat programs via the proxy

i would like to prepare my pc to be able to access chat programs from my computer, i have the proxy addresses i would use. Could anyone please walk Me through the steps in point blank numerical form?

I am running 2 individual desktops pc one on Win XP Home and one on Win 7 Home 64 bit.
I have both Firefox 3.5.7 and Internet Explorer… If possible and -if had a choice- id rather use Firefox

Thank you.
Im intermediate level in understanding issues computer related

Moving you to the general software forum :wink: