This is a very simple and there are several ways to handle it.
Most text programs have the ability to "replace" items with something else. So, for example, using Windows Notepad or Wordpad, load your list and then replace the "space" with a "colon". The command is ctrl+H. In the "Find what:" area type a space. In the "Replace with:" area type a colon. Then click on Replace All.
Some proxy analyzing software, i.e., AATools and Helllabs Proxy Checker accept this format without problems.
You can also submit your list at http://www.ipmaster.org/ip2cc.html and allow the online program to format your list.