chaning port on web proxy


im trying to change the port for my web proxy. because of that gay code red virus thing, my isp doesnt allow me to host on port 80. i contacted them and they said use port 81. so i type in "81" at Network control panel, Proxies tab under Web Proxy (HTTP) and when i try to load it doesnt work. i dont even think its contacting my computer when i try going to that address...but when i try going to my computer's hard drive makes a slight noise as if its thinking. HELP