NOTE: if you wanna really break into some ones system or net work then dont use single HTTP proxy or socks proxy because the companies have logs that who was using their proxy and from where he was so now modern hackers use chain of proxies so that if in logs company finds its own IP address
TO chain proxy use SOCKS chain proxy software
otherwise you can follow this methods
Proxy chaining for CGI proxies (anonymizers)
It's very easy. Just go to the first anonymizer's page and type URL of second anonymizer in the "URL" field. After this click "Go" or similar button.
This way you can create proxy chaining any length! And you can set up your browser to use HTTP proxy (for example, corporate proxy) with CGI proxies!
You can create these chains of misc proxy types:
HTTPS proxy >> CGI proxy >> CGI proxy ...
SOCKS proxy >> HTTPS proxy >> CGI proxy
HTTPS proxy >> SOCKS proxy >> CGI proxy