I'm using Opera on my SL-5500 running OZ3.5.3. I'm not certain of the opera version, but /opt/QtPalmtop/opera/doc/opera.html suggests it's Version 6.0, Build 342.
In any event, there's no option to set a proxy in Opera's GUI prefs. I've trawled these posts for clues but without luck. For example, there is no option to configure proxies under Network on the OZ's Settings tab. "export http_proxy=http://whatever.com:8080" didn't help, and neither did "export HTTP_PROXY=..." I've looked for, but have not found, a .conf file where I can define a proxy.
I'd greatly appreciate a solution, as I cannot browse on one of my work networks without one.