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Configure apt-get to use a proxy (Ubuntu)

Open the following configuration file: /etc/apt/apt.conf.d/70debconf

And add:
Acquire::http::proxy “http://<IP_TO_PROXY>:<Proxy_Port_WEB>”;
Acquire::ftp::proxy “ftp://<IP_TO_PROXY>:<Proxy_Port_FTP>”;

If authentication is required, add this instead

Acquire::http::proxy “http://<username>:<password>@<IP_TO_PROXY>:<Proxy_Port_WEB>”;
Acquire::ftp::proxy “ftp://<username>:<password>@<IP_TO_PROXY>:<Proxy_Port_FTP>”;

<IP_TO_PROXY> = The IP address of the proxy, e.g.: 192.168.1.10
<Proxy_Port_WEB> = The proxy web port, e.g.: 8080
<Proxy_Port_FTP> = The proxy ftp port, e.g.: 2121

If authentication:
<username> and <password> (doh, no need to explain).

Done!