I've set up Squid proxy, and I confirmed it's working on my PC. Note: To be able to use the Internet with better speed, I have to forward to another parent proxy (my university's proxy).
Now I'm using HideMyAss VPN (OpenVPN protocol), but without the squid, since I don't know how to configure them to work correctly. Note: I'm using the university's proxy in HideMyAss VPN software so that I get good Internet connection, but if I use squid's proxy, it doesn't work.
So, how do I configure Squid to work with VPN?