Most programs don’t use proxy

configurationPROXY

To get internet in my school I have to use the schools http proxy server. So I configured my network preferences to use the proxy. But nearly no program seems to accept that configuration and use the proxy. In Firefox I can help myself with setting FF itself to a proxy connection. But what do I do with all my other programs? Why don't they use the proxy I already set up?
I set the following proxy configuration:

FTP, Web, Secure Web, Streaming, SOCKS, Gopher are all set to proxy.domain.td with port 8080 and Automatic is not set. The proxy doesn't need a user or password and I didn't set one.

What did I forget to set up?

Best Answer

Answer is right here:

To get internet in my school I have to use the schools http proxy server

If the proxy supports only HTTP, it does only support HTTP.

I don't think you forgot anything. Contact your school's IT if they have different addresses/logins for other protocols. If they don't — file a feature request.