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Create a new file called proxy.sh in the directory /etc/profile.d/, containing these two lines:
HTTP_PROXY="http://mycache.mydomain.com:3128"
export HTTP_PROXY
If you need to specify the user "proxy-user" with the password "qwerty" it would look like this:
HTTP_PROXY="http://proxy-user:qwerty@mycache.mydomain.com:3128"
The next time that you login this variable will be there for those programs that use it.
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