Ubuntu has a setting in gnome for the Network Proxy, which should set gnome’s proxy.
First go to System--->Preferences--->Network Proxy
Once it opens click on "Proxy Configuration" and enter your proxy server,port number details click Close.
Synaptic Package Manager
Synaptic Package Manager must have the proxy set, in order to update your installation using the in-built Update Manager or Synaptic GUI.
Go to System--->Administration--->Synaptic Package Manager
Once Synaptic Package Manager opens click on Settings--->Preferences
Click on Network tab select Manual Proxy Configuration option and enter your proxy server,port details.If you have username,password click on Authentication to enter these details click on ok
Firefox proxy Configuration
Open your firefox browser go to Edit--->Preferences
Click on Advanced and select Network tab
Select Settings option
Now select Manual Proxy Configuration and enter your proxy server,port details click on ok
If you want to configure proxy for apt-get,aptitude,wget use the following procedure
First you need to edit /etc/bash.bashrc file
gksudo gedit /etc/bash.bashrc
Add your proxy server details in the following format
Save and exit the file
Update the source list and you can restart your system
sudo apt-get update