How to change proxy settings in my PC?please help

Hi guys,
I want to know how to change proxy settings in my PC, I use Windows 8 Lenovo G40 laptop and when I try to open any web pages I'm getting error 404 not found. To solve this I searched on the web that showed results on one of the sites that changing proxy settings may work. But the big problem is I'm not a computer geek and I don't even know what is proxy. Please help me how to change proxy settings?
