Ubuntu – How to configure proxy authentication

Go to /etc/apt. Create the file apt.conf if you don't have it there. Write the following lines there.

Acquire::http::proxy "http://username:password@proxyserver:port/";
Acquire::https::proxy "https://username:password@proxyserver:port/";
Acquire::socks::proxy "socks://username:password@proxyserver:port/";

Save it. You are done.

The solution to this problem is to use dconf-editor, as reported here: How can gnome based applications such as rhythmbox use a proxy

Thanks to Jobin for his link to the above solution, see his post here