Proxy usage

At some place I have www connection only through proxy server (or it is possible to get ssh connection at that server later). How can I direct all my www network links (including installing of ports, etc) through this proxy (preferable - all at same time) (or either through ssh-tunnel)?
 
I think you need to define an evironment variable called HTTP_PROXY.

in csh, you do:
setenv HTTP_PROXY "http://username:password@host:port/"

in sh/bash
export HTTP_PROXY="http://username:password@host:port/"
 
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