Step 1
First of all you will need proxy servers (proxys) for your Internet Browser. You can get some free proxy servers for test here or you can buy VIP access to have fastest and most stable public proxy servers here.

Step 2
Good! You have proxy server(s), lets say that one is: 210.176.165.168:3128. Now you will need to start Opera. Click on Tools menu and select Preferences... in the list as shown below.


Step 3
Move to the Advanced tab, in the list which is shown left select Network as shown bellow and click Proxy servers... button.


Step 4
Now check the boxes labeled HTTP and HTTPS as shown below.


Step 5
Type your proxy servers IP address next to the label HTTP and proxy port next to Port as shown below.


Now you have successfully setup proxy for your Opera. Click on the OK button until you will not get back to the main Opera window.