First, make sure you're accessing them from the right IP. Have you actually tried using the proxies from the IP you authorized? Use http://canihazip.com/s to view your current IP address.
There are two pages where you can authorize IPs, both will do the trick, but one doesn't show the saved IPs after a refresh:
https://my.proxymillion.com/private-proxies is the page with -all- your packages.
Since you can authorize different IPs per package, none are shown here by default. Since they're different for each package.
Now, if you go to your package details page you'll see that the IP is in there when you fold out the panel (and on the server, I double-checked to be sure) meaning the IP authentication is saved after the "IP Successfully Added" message :-)
If there are no saved IP's try to reset or change the format at https://my.proxymillion.com. If that doesn't work please send a message to support and we'll help you out.