When I try to install a software using Ubuntu Software center I get:

Failed to download repository information
Check Your Internet connection

When I try to do a apt get-install something, I get:

407  Proxy Authentication Required

I use a proxy server that requires a user-name and a password. I have set my systems proxy manually, by plugging in the required numbers in the Networks proxy and applied it system wide. I guess the problem now is plugging in my user-name and password.

When I use INTERNET via Mozilla, it specifically asks me for my user-name and password.