This page has the best instructions I've seen yet for setting up a proxy. It includes screen shots for each step. Cross sections of a wandering mind: Proxies for Iran: A walkthrough .. the only error I encountered was "Open SCManager failed." This was fixed by using "Run As Administrator" on the Command Prompt. After that the service installed and everything is now running. Lastly, test and submit your proxy to Austin Heap: proxyheap (proxy checker) a project for iran.