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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.
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.
Example of the proxy structure.
123.123.123.123:1234:user:pass
IP: 123.123.123.123
Port: 1234
Username: user
Password: pass
If needed, do a reboot/restart of the server.