Issue the proxy account with some funds to cover the transaction fees of its operation.
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The account will now have the funds
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Please link the stash account with the proxy account.
Navigate to Developer > Extrinsics
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Choose:
The account you want to create a proxy for
Extrinsic: Proxy
Function: addProxy
Delegate: <the account we just created: USER-PROXY>
Block number: <a security mechanism that creates a delay (specified in block numbers rather than seconds) between the proxy announcing its intended action and the action taking place on the network>
Index: 0
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On the Accounts page you will see an arrow denoting that a proxy account is active on the stash account.