Basics proxy setup for beginners

Normally you connect to the router by IP addresses with any telnet or SSH client software (a simple text-mode telnet client is usually called telnet and is distributed together with almost any OS). You can also use graphical configuration tool for Windows (also can be run in Linux using Wine) called Winbox. To get Winbox, connect to the router's IP address with a web browser, and follow the link to download winbox.exe...