1. Close Fiddler.
2. Set your Internet Explorer settings to point at Privoxy (Tools > Internet Options > Connections > LAN Settings).
3. Start Fiddler.
Fiddler will chain to the existing proxy, so the network flow would be Chrome -> Fiddler -> Privoxy -> Internet.
If your goal is to have the flow be Chrome -> Privoxy -> Fiddler -> Internet, then:
1. Close Fiddler.
2. Ensure that the browser's proxy settings are empty / no proxy.
3. Start fiddler.exe -noattach
5. Configure your browser to use Privoxy
If you do it this way, Chrome will talk to Privoxy which will talk to Fiddler which will talk to the Internet.