Help with Proxy

I need advice & help on how to do this, even if it is possible. I have a desktop app that works well. It was coded in VB. I want it to connect to the Internet through a paid proxy supplier. Here is how I would like it to work. I? launch my desktop app, and it connects automatically to the Internet through proxies. I need this to happen if the app is used in the UK, or USA, or wherever the tool is being used. I do not want the user to have to enter the proxy address manually. It must to so automatically when the tool is launched. Hope you can give me advice quickly as I do not understand technical issues involved. Please reply in easy to understand, non technical language.