When using Ubunty Gutsy, i couldn’t download anything because i have to use a proxy with authentication at a customers site. Here’s how to solve this issue:

1) Open a console
2) Type: sudo nano /etc/apt/apt.conf.d/proxy
3) Enter a single line like this in the editor:

Acquire::http::Proxy “http://username:password@proxyiporhostname:port“;

4) Save the file (CTRL-X follow by Y) and reboot the system. Im sure there’s a better and faster way then restarting your system but i simply couldn’t bother to look it up.