How to setup a proxy on a server
Note that this will ensure that windows runs off of a proxy.
Go to the Start Menu and search for Proxy, then after click on Change proxy settings.

Go to the Manual proxy setup section and enable Use a proxy server.

Insert your proxy IP into the address section and then the proxy port into the port section. If you need a username and password for the proxy, Windows will automatically ask for it in a popup.

Extra steps if using User:Pass proxies
If you are using an IP authenticated proxy, you should be done. If you are using a user:pass proxy please follow the instructions below.
Go to the Start Menu and search for "Manage Windows Credentials"

The click on "Add a Windows credential"

Then you should be able to add the IP of the proxy (without the port) and the credentials. After this, click OK and you're done.

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