Help with proxy servers

Hello,

New to forums and Macs. Loving my macbook pro. Got it mainly because I was sick of my old pc and wanted something new that I could also record music on.

Now I am not very savvy with the ins and outs of computers so please excuse me if this is a very old questions.

My problem is with a proxy sever. I cannot stream MLB games because of my IP address. I heard about using proxy servers to have a different IP address from a different location so that I can watch them. I have downloaded Hotspot Shield but whenever I connect to it all of the sudden I can't do anything on the internet. I have not yet figured out how to set up my Safari or Firefox to accept this and allow me to stream my local teams MLB game much less surf the internet at all. I have to log off of Hotspot Shield in order to get back online.

If anyone could please give me the simplest instructions that a novice with this stuff could easily follow please help!

Thanks in advance, it is greatly appreciated.

D