Could be a few things.
First, make sure you're importing / using the proxies in your software of choice in the right format! Some require ip:port:user:pass, others user:pass@ip:port, etc.
If that's verified, head over to https://my.proxymillion.com and set a new username and password. Wait an hour for the changes to go live.
Still not working? Please send us a message and we'll help you out.