proxy chaining question

I have read a couple of tutorials on proxy chaining. I have also used some anonymous proxies from www.publicproxyservers.com
My question is, why don't the methods for proxy chaining in the address bar ever work for me?
I'm talking about something like this
http://proxyserver.com:80/http://www.google.com
or
http://proxyserver.com/-_-http://www.google.com
or
http://proxyserver1.com/-_-http://pr...www.google.com
Is it just that the proxies I am trying don't support this. They work fine when put into the settings of internet explorer or mozilla, but they never work through the address bar. Does this just not work anymore, or has it been patched to not work in all the latest browsers? Just wondering.
Thanks in advance.

it wont work unless the proxy server is a web proxy like squid and is set to accept destination urls as parameters in a url. You're right, it will only work if all the proxies in your "chain" support this. If you want a real proxy chain, use SSH.

Thank you, that answered my question.