How to scale proportionally I'm extruding the faces selected on the screenshot.
With the selection active I press Alt+E (region vertex normal). the result that I'm getting is shown in the animaiton above. The extrude isn't done proportionally at the sides and height or z-axis.
May I know the reason what I'm doing wrong and how to make it extrude all the sides proportionally?
This happens because you haven't applied scale , so to apply scale ,press space bar search for Apply Object Transform , click the option then go at the tool-bar then under the tool-shelf and select scale.
then repeat the steps you are doing in your question.
Note: you should be in object mode to be able to search for Apply Object Transform.