Setting up a proxy

I technically know how to set up a proxy, but when i go to set one up, none i use work. I have checked they arnt dead and I cant figure out why it wont work. Im using firefox, im getting the proxies from hidemyass.com and im puttin them in manually but once inputed nothing responds.
I know im a total n00b, but I just wondering if there was anything I'm missing out?

You have no legitimate reasons to use a proxy. All you're doing is slowing yourself down and clogging up proxies for people who do need them.