Processing command line parameters
Using argparse, your script can be greatly simplified:

from argparse import ArgumentParser


def main():
    parser = ArgumentParser(description='TODO')
    parser.add_argument('-f', '--file', metavar='PROXYFILE', required=True)
    parser.add_argument('-u', '--url', required=True)
    parser.add_argument('-t', '--timeout', required=True)
    args = parser.parse_args()

    print("Using proxies in: " + args.file)
    print("Using URL: " + args.url)
    print("Timeout: {0}s".format(args.timeout))


if __name__ == "__main__":
    main()