i got another suggestion where you export the environmentvariable in the shell
export http_proxy="http://<user>:<password>@<proxynameOrIP>:<portnumber>"
concrete example
export http_proxy="http://ifight:fortheusers@192.168.1.23:3128"
if no auth is needed use the following sheme
export http_proxy="http://192.168.1.23:3128"
to have it persistent edit the profile-file and write it down there
/etc/profile:
or in
~/.profile
if you want it only for one spec user
after you typed export or wrote it down to a conf and sourced it via the source command you should be able to use all tools via that httpproxy. well at least that worked out fine for apt-get on backtrackday2010 where we only had internet via a http-proxy. ;)