Authenticated proxy for Windows 8

Solution 1:

Seems I've scanned the link I've found earlier a bit too fast and there is indeed an answer there:

I am using Windows 8 Professional RTM behind my campus proxy. It's a squid proxy with basic authentication.

1. Install CC Proxy. This software created a local proxy server on my PC. I used my own IP address as my proxy server in LAN settings and this enabled me to access the internet without asking for proxy everytime as CCproxy used my campus proxy as the cascading proxy.

2. Type in the netsh command in prompt so that the apps start using the local proxy. (no authentication on local proxy due to CC Proxy)

   netsh
   winhttp
   import proxy source=ie
   

3. Metro apps are programmed to prevent access of internet through a local proxy. Download 'Loopback Exemption Utility'.

   This allows metro apps to access internet through your locally created proxy. Refer to SKuzn's post. Everytime you install a new metro app from the store, you need to exempt it for accessing internet through local proxy by using the Loopback Exemption Utility.

4. Also, set

   HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\NlaSvc\Parameters\Internet\EnableActiveProbing
   

   to 0 and then go enable the following options in the Group Policy:

   1. Open "Local Group Policy Editor" (gpedit.msc)
   2. Navigate to "Computer Configuration - Administrative Templates - Network Isolation".
   3. Enable "Proxy Definitions Are Authorative" and "Subnet definitions are authorative".

— Source: MS Social Technet: proxy settings for metro apps (Modified, doesn't only apply to Metro)