Change Firefox Setting for Private Proxies

Do anyone know how to go into Firefox and change the settings to add a
Private Proxie?

There was a great thread about this, and I can't seem to find it! Thanks.

The thread is still stickied: http://www.blackhatworld.com/blackhat-seo/proxies/23106-how-set-up-proxy-your-browser.html

The only thing different about private proxies from the instructions posted above is that you will generally be prompted for a user/pass the first website you attempt to surf to. You may however be authenticated through a different means.