If you have to use a proxy server to access to the internet, you can use this tool[8] to configure it. Your net administrator will give you the information you need. You can also specify some services which can be accessed without the proxy by exception.
From Wikipedia, on 2012-09-24, article Proxy server: In computer networks, a proxy server is a server (a computer system or an application) that acts as an intermediary for requests from clients seeking resources from other servers. A client connects to the proxy server, requesting some service, such as a file, connection, web page, or other resource available from a different server. The proxy server evaluates the request as a way to simplify and control their complexity.