If you're using proxies on an iPhone, the changes you make in Settings/Wifi affect the device globally. If I recall correctly, to set up a proxy on the iDevice, hit the blue arrow to the right of the network name, go to manual and fill in the IP in the server form and the port number of your proxy in the port.
On Droid, proxy settings are on the device level, not an application level. Therefore you must change your proxy settings for the entire device, not just one specific app aka Google Chrome. These settings are hidden by default. There are applications for both rooted and non-rooted users. I'm going to take a guess that you aren't rooted, so here's a program that should give you access to http web proxies on your Samsung Android-OS phone.