I believe vladkrack is talking about the environment variable. You can see what variable are set by typing "set" in a terminal window. To set this variable do the following:
export http_proxy=your.proxy: port
to make this global, place this line at the end of your $HOME/.bashrc file.
I hope this helps. vladkrack, if I am wrong please let us both know. I am no where near an expert.