Can anyone recommend me a software that allowed me to change to another proxy ip?...thanks...
why don't you just manually find a good proxy and then use it? Proxys are kinda useless unless you're trying to get into a place where you are banned.
Or if you're looking to just get into specific sites (I really don't like messing with proxy's, can cause problems, and some are very unreliable), use this site;
CookieCop from PC Magazine, however it's not freeware. It can also block cookies and sites for example from ad servers.