Google Chrome uses proxy defined on system for it's operations. In my personal opinion that is correct way of doing things. However, sometime I want to leave that server alone and use another one instead.
Fortunately, there is small command line option that will take care of this. All you need to do is to modify shortcut pointing to Google Chrome. In Target text you should just append
--proxy-server=192.168.0.1:8080 where 192.168.0.1 is address of proxy server (http and https) you wish to use and 8080 is port where proxy server is listening. Of course your proxy server data may be different. :)