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Tested on: Ubuntu 9.10 (Karmic Koala)
Using Synaptic Navigate to Settings->Preference->Network in Synaptic package manager. Enter your proxy server details like:
username:password@proxyserver, and put the proxy server port
Using Command Line
Add following lines to the end of ~/.bashrc
http_proxy=http://username:password@proxyserver:port/
ftp_proxy=http://username:password@proxyserver:port/
https_proxy=http://username:password@proxyserver:port/
HTTP_PROXY=http://username:password@proxyserver:port/
FTP_PROXY=http://username:password@proxyserver:port/
HTTPS_PROXY=http://username:password@proxyserver:port/
no_proxy=server1,server2
NO_PROXY=server1,server2
Replace...