How do you set up proxy authentication service in Ubuntu running inside vmware?

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http://askubuntu.com – Here are the details: I run Windows7 As Host OS. I run Ubuntu12.04 in vmware. I use a proxy service to connect to the Internet in windows. Now that proxy service asks for my username and password every time I open a website in browser. I installed Ubuntu on vmware. I have set up the same proxy address (settings->network) in Mozilla Firefox of Ubuntu. Now whenever I open a website from Firefox in Ubuntu , it prompts me for a username and password. I enter the password and username and I get to browse what I want in Ubuntu. Now my problem is how do I run commands like sudo apt-get upda (HowTos)