I need a software that allows me to give it a list of URLs, and that would then read them, get the proxys, and check if are ok, the ones that are, copy them into a new list. Any idea? Free better

Google is your friend. I assure you.

http://www.google.com/search?q=proxy+checker
http://www.google.com/search?q=proxy+scanner

thanks my friend, i already tried that but they are either old, don't do what i need, etc.