Well when I use the programs I always have my format as "ip:port" (no spaces), and I have never had a problem thus far. I have never tried putting any spaces in it though.
I guess one way you could test it is logging in without a proxy, and then logging in with a few different ones. If you get logged in at about the same rate of time, they probably aren't working. If there is a noticeable time difference between log-ins, then they are probably working.