HP IPAQ H5500 - Manual (Page 127)

Using the Wireless LAN (h5500 only)
User’s Guide 9–17
5. Tap the This network connects to the Internet and This
network uses a proxy server to connect to the Internet
checkboxes.
6. In the Proxy server box, enter the proxy server name.
7. If you need to change port number or proxy server type
settings, tap the Advanced button and change the desired
settings.
8. Tap OK.