First let's learn how to find alive proxy servers.Personally I like to use http://proxy-list.org/en/index.php because it's regularly updated.So pick a proxy and copy it.Now to go Tools then Options go to Advanced then Network then under Connection click Settings...

Go to Manual proxy configuration:

In this example we're using 1.1.1.1:1111 as our proxy.So you paste the part before the colon after HTTP Proxy: and the second part after Port: then click ok and we're done.
If the proxy server is dead the page won't load.If it's too slow just pick another one until you get one that works for you.Also most sites won't be fooled by Transparent proxies so you should get an Anonymous proxy or better usually the Elite proxies are pretty slow or down most of the time.

Alright now for how to make this a lot quicker and easier.Elite Proxy Switcher is a great addon for Firefox.You can download it at https://addons.mozilla.org/en-US/firefox/addon/elite-proxy-switcher/ it will basically shorten the process of switching proxies down to a few clicks.
A new bar should show up at the bottom of your browser just right click where it says direct connection and it will open up Connection Settings right away.Just type your proxy ip in and click ok.And there you go your proxy is active.If you want to quickly switch to your normal connection/ip just left click the bottom right of the bar it should be the IP of the proxy you are using and it will change back to your normal connection.
Another cool addon for Firefox is Proxy List.

It's basically a tool that gives you a list of alive web based proxy servers.The ones that you access trough a website.You can get it at https://addons.mozilla.org/en-us/firefox/addon/proxylist/

Once you get it a new icon will appear on the top right of your browser right next to the search bar if you're using the default layout of Firefox.If you just click on it it will give you a list of alive Proxy Sites there's even a refresh function.