How to configure for an Authenticating Proxy Server

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http://unix.stackexchange.com – My work proxy server requires authentication with the Microsoft AD domain user credentials. Everybody knows how it works: If you log in on a Windows workstation, your "Internet Explorer" browser based internet access requests are automatically authenticated (and identified) using your domain login credentials. I found that Firefox can also authenticate against these proxy servers and long assumed that they "do something special". Recently a colleague installed Linux Mint in a VM and to my surprise he was busy getting updates from the internet. When I asked how he got it wo work he shrugged a (HowTos)