Sorry can't help you about the glype proxy, don't have knowledge about that but i have suggestion, why not use other proxy site. Here's one: miniprox.co.cc

because im trying to make my own

Normally the proxy is the only thing on a site and you would just enter the ip for your site.
Check your site's control panel for its ip address.

Glype is web besed proxy. Its not possible to use it on programs.

For what you are looking for you'll need a proxy server like Squid.

try phproxy its free to use and install, if any problem occur i will help you in this

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If you have a proxy running on a site, you need to put the ip / hostname and the port number like 192.168.1.1:3128 then a username/password to access it. Make sure you know the IP of your server and how to set it in IE/firefox.

Glype is a web proxy, meaning it works entirely through a web browser. You can't use it as a proxy in other programs. What you want is a SOCKS proxy. As CoderPundit mentioned above, Squid is a type of SOCKS proxy.

sorry for my noob question but can I setup my own proxy server for my use for like CL posting and things like that? I have 2 web hosting plans.

any complete method or tutorial for this will be appreciated a lot and if its not a possible thing then please inform me because I have been searching for this for long time and may be my bad luck or I am too lazy that i haven't found a way out yet.

Thanks in advance friends.

glype proxy is plug and play proxy though you can see demo installation to preview proxy script and admin script then can get more idea to solve your problem. I guess free proxy may not work good until you use it as per their instruction.