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 Opera (circle #1) logo. In menu select Settings (circle #2) and hen Preferences... (circle #3) in the list as shown below.



Step 3
Move to the Advanced (circle #1) tab, in the list which is shown left select Network (circle #2) as shown bellow and click Proxy servers... (circle #3) button.



Step 4
Now check the boxes labeled HTTP (circle #1). Type your proxy servers IP address next to the label HTTP (circle #2) and proxy port next to Port (circle #3). Check the Use this proxy for all protocols (circle #4) and finally click OK (circle #5) button as shown below.



Now you have successfully setup proxy for your Opera.

Buying mobile proxy servers is a really cool solution for many users.