hmm, normally you just need to put a $http_proxy and $ftp_proxy in the .rc file of your shell;
for tcsh; add:
setenv http_proxy http://my.proxy:8080
for ksh/bash:
export http_proxy http://my.proxy:8080
or
export ftp_proxy $http_proxy
note that its normally small leltters, i think this should work.
.7/M.