How to set a proxy site as the gate way for internet...?

[arshad]

hi all,
i don't know how to ask this question.
i want all my incoming and outgoing internet requests go through a proxy
site.
i have already installed TOR but it works only with firefox. neither
with opera nor with pidgin.

is there a way that i can set a proxy site as the default proxy?

step by step instro are preferred.

thank you very much.