How do you use an open public proxy?

I read somewhere that one way to surf anonymously is using open public proxies like the ones on the following page:
http://www.freshproxy.org/
for example: 211.219.155.41:8080
That’s what I did:
I opened Internet Explorer/Internet Options/Connections/Lan Settings/Proxy server and put 211.219.155.41 as Address and 8080 as Port.
But I couldn’t even go online any more. 🙁
Maybe I don’t know how to use them and where to put these numbers.
I’d be grateful if you guided me with details.