Do I have to change LAN in internet option or can I just type in browser:

http://xxx.xxx.xxx.xxx:80/www.yoursitehere.com

to get to a site anonymously?

Simple guide to doing it:

http://www.proxy-server.info/set-pro...explorer.shtml

the quastion is, if it's possible to change the proxy just for one time without changing the whole lan proxy (wich is slowing down everything) is there a method of just entering into the browsers address bar somthing like http://xxx.xxx.xxx.xxx:80/www.yoursitehere.com or Do I have to change LAN in internet option to get to a site anonymously

In that case you can use a Proxy Switcher, but there is no quick way just in the url to specify a Proxy to use.