Using a proxy server with IE7

I am using a proxy ip service called theproxyconnection.com to get proxy ip's.

The ip I grabbed from a list on their site was 69.41.168.41 sith an HTTP port of 8080 and socks port of 1080.  IT also states that I wouls show up on the internet as i.got.the.four-one-one.info.  The server is located in the USA

I attempted to enter this proxy IP into Internet Explorer 7 by going to the Tools Menu, Internet Options, Connections Tab, LAN Settings and checking the Proxy Server box.  I then entered the proxy ip address listed above with a port of 8080 (it had only 80 listed in the box before).

I then closed the box and went to try it out by entering "find my ip" into google and going to several sites that tell you your IP address.  They all showed a different IP address of 76.30.100.237 which shows to be located in Houston, TX (where I am located).

Does anyone have any idea why it is not showing the proxy IP and should I be entering only the 80 portion of the 8080 HTTP Port.  Also, what is a Socks port and why does it say I would show up on the internet as the vanity name listed above?  Who would be seeing that?

Thanks for the education in proxy IP's

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