Ubuntu 12.04 APT Proxy?
You can set proxy in System Settings --> Network --> Network Proxy.
If it still not OK for apt, you can use several methods, I personally use method adding
the following lines to /etc/apt/apt.conf:
Acquire::http::proxy "http://username:password@proxyserver:port/";
Acquire::https::proxy "http://username:password@proxyserver:port/";
Save and reboot