To configure HTTP or Socks proxy in Opera on Mac OS X, perform the following steps.
Specify the IP address and port of the proxy in the appropriate box depending on the type of protocol. Recommend using Socks 5 proxy, since it's the most anonymous protocol.
When using an HTTP proxy authorization, a window with a login and password will be immediately as soon as you try to access any website on the Internet.
Browsers do not support Socks proxy authorization. In such cases it is necessary to use a special program. For example, Proxifier.
More about configuring Proxifier in Mac OS.