System Network Settings:
You can configure some system-wide proxy settings in the network system settings, but unfortunately this may not always work. The main reason is that there is no option to supply a username and password for the proxy.
Add the appropriate proxy details:
Apparently some programs only look an upper or lower case variables, so you should include both:
We still have a small problem: to get a proxy working for aptitude (so you can ‘apt-get’ in terminal and also use the Software manager), you need to manually edit /etc/apt/apt.conf as aptitude doesn’t respect the system proxy. To do this:
sudo gedit /etc/apt/apt.conf &