The video linked below is excellent, and runs you through the entire process of setting it up and explaining things as you go along. This process will give you a great deal of control over what filter lists you want to use and what settings will be right for you. And afterwards you can use their web interface to check that you have set up everything correctly and that you are using their service. Free until you hit a certain number of requests per month but I think an individual user will never reach that point, I certainly haven’t and I’m online far too much. Techlore, the producer of the video also comes highly recommended for privacy related information.