I remember trying to use proxies a long time ago, but it didn't work.

So, there's this game that I've been itching to play, but the company's blocked all IP addresses outside of Japan from playing. How do I add a proxy, and what are some signs to look for that a proxy is good to use?

I use Windows Vista Premium, and use Mozilla Firefox.

Thanks.

EDIT: I just tried about ten. None of them seemed to work, unless I was setting them up incorrectly. Proxies that were just working seem not to work for me.