How to set up proxies?

I have bought proxy package from cloakfish.com how to set up?how can i know what type proxy's are there?socks,http,ftp,ssl or gopher?

I have entered ip in socks Host box and port number in port box.after doing this settings .i am unable to connect.where i went wrong?

Might want to contact cloakfish since they are the ones you got the proxies from?