How do I use cygwin behind the corporate firewall

Just for the records if you need to authenticate to the Proxy use:

export http_proxy=http://username:password@host:port/

Taken from: http://samueldotj.blogspot.com/2008/06/configuring-cygwin-to-use-proxy-server.html

Most applications check one of the following environment variables (gem even checks both), so try putting this code in your .bashrc:

proxy=http://host.com:port/
export http_proxy=$proxy
export HTTP_PROXY=$proxy

I doubt that your corporate firewall allows PING, but the others all appear to be one form of http or another. On a Linux system, you can set your HTTP proxy as an environment variable, so in bash, type:

export http_proxy=http://www.myproxy.com:3128

There is a similar environment variable for FTP (ftp_proxy).

If I just use what Vlax and Mohsen Nosratinia suggested (export http_proxy=http://yourusername:yourpassword@host:port/), it will only work half of the programs (some of the installs will work but not all) for my company.

By adding another line it will work for all (maybe most) at least in my situation.

export http_proxy=http://yourusername:yourpassword@host:port/
export https_proxy=$http_proxy

You can also set it on Windows environment variables and cygwin will load it on startup (little bonus: any command prompt on windows will also have it set).