First of all - with WinRoute you don't need the Proxy Server to access the Internet. Your Internet connection is well maintained by the NAT router that WinRoute includes. NAT is far better for Internet sharing than Proxy technology. However WinRoute also includes a Proxy Server in order to offer caching functionality where required.
To start using the Proxy server in WinRoute, follow these simple steps:
General Properties Tab
Use this to switch the Proxy Server on and off.
Port number
The port number on which the Proxy Server listens for requests. Usually, there is no need to change the default number, 3128.
Log access to proxy server
With this option enabled, all URLs requested from the proxy by the browsers are recorded to the http log.