Edit /etc/profile, to add below lines:
export http_proxy="http://username:password@proxy-address:port"
export https_proxy="https://username:password@proxy-address:port"
export ftp_proxy="ftp://username:password@proxy-address:port"
export socks_proxy="socks://username:password@proxy-address:port"
Then run 'source /etc/profile'
[refer to http://askubuntu.com/questions/482126/system-wide-proxy-settings-when-on-a-windows-network-with-a-password]