Changing the Proxy Server serves many purpose and of course not essentially everyone of them are true with a single Proxy Server. Some of the features include Content Filtering , Caching , Bypassing content filtering, Logging of Client's activities and accessing internet anonymously. Each Proxy Server has a combination of these features.
In order to change the Proxy Server for your PC, you need to know the IP address and Port number of the proxy server. Once you have them, it is much easier to do the rest.
Here, i use Ubuntu 12.04. Yours may differ a bit but the base is the same for all LINUX distros.
In the dialog box that appears, click on 'Network Proxy' in the left pane.
Select 'Manual' in the 'Method' dropdown box.
In this, enter the Proxy Server's IP Address and Port No in the corresponding field.
To revert back to original settings, select 'None' from the 'Method' dropdown box.
Enable the 'Use a proxy server ...' checkbox.
Enter the proxy server's IP address and Port number in the relevant fields and click 'OK'.
If you are using an Ethernet ( LAN ) Connection, then click on LAN Settings.
Enable the 'Use a proxy server ....' checkbox.
To return it to original settings, uncheck the 'Use a proxy server ......' checkbox.
Thats it. You are all done changing your Proxy Server. Now you can disconnect your internet and reconnect it for the changes to take effect.
Hurray ! You've done it successfully. Keep watching for more interesting system tips and tricks.