Windows users please read - proxy servers

[modyouup]

Hi I'm asking anyone who has windows to please answer this. I'm trying to compile an easy to follow guide for setting up a proxy server. I want to cover as many operating systems as possible but right now I'm trying to figure out how to do it on windows.

I searched on google but only got instructions on configuring internet explorer. As most of you know, in Mac OS X in the system preferences you can set a proxy server that will be used for every single use of the internet in any program that uses it. It affects everything while it appears that these instructions i found only affect web browsing on explorer.

My question, is there a way to do a similar thing with proxy servers on windows? Is there any main preference where you can input a proxy server and it will use that for every internet use, browsing, p2p clients, any app that uses the internet just as there is in Mac OS X?

Thanks!