Sony Ericsson Xperia Active — How to change proxy settings to access wifi?

Got my Xperia Active yesterday. In order to use wifi at college we need to give in its proxy settings but I could not find any option to change the proxy settings on my phone. Any help would be very much appreciated. Thanks in advance

You need to go into settings, wifi, and then when your on the wifi screen that shows all the open networks, press the menu button and you will see an option for "advanced" settings. Go there and you should see the fields you need.

That option is not there in the Xperia Active Have seen it in other phones...

So when you go to the wifi screen that shows open wifi connections and press menu, does anything at all popup?