Issue the proxy account with some funds to cover the transaction fees of its operation.
The account will now have the funds
Please link the stash account with the proxy account.
Navigate to Developer > Extrinsics
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
On the Accounts page you will see an arrow denoting that a proxy account is active on the stash account.