Proxy the proxy
I am on a network on which the one and only access to the Internet is through a proxy server with authentication, and no, it is not an ISA Server. It's a borderware firewall server with basic proxy authentication.
I've been unable to perform several tasks because of a few applications that do not use the gnome global proxy setting but their own settings, and they do support proxy but not with authentication. There even some minor applications that do not support proxy at all, but I can live without them.
My question is, if there's some way of installing a local proxy server in my own computer, with no authentication, and this proxy then is configured to get through the real proxy server with my predefined credentials. My system is Ubuntu Dapper Drake 6.06 LTS, and apt-get does work so I can update anything from the Internet. (BTW, apt-get works but synaptic does not)