Why proxies don't work on windows?

Why proxies don't work on windows? I am getting err_connection_reset error in my chrome and firefox browsers. I took proxy from free proxy list, ip:port socks4/socks5 without password. Checked the proxies for validity with a proxy checker. Selected only valid proxies. Checked with several checkers. And on all these proxies connection reset error in the browser, what is it connected with?