Proxy Settings For Internet Explorer
The highlighted part below is what you are adding!)

In Internet Explorer, Click Tools, then Internet Options, then the Connections tab at the top of the open window. Then close to the bottom of the window, click the LAN Settings...

You should see a window similar to the one below.

Place a check to "Use a proxy server ..." and "Bypass Proxy server..."as shown above.

Enter the address of the proxy server "proxy" and use "80" for the Port.   Do not use the quotes.

Click the Advanced button at the lower right of the window.

The following window will appear:

In the Exceptions box at the bottom of the window labeled "Do not use proxy server for addresses beginning with" type; (If is already there just add the semicolon and the with no spaces).

Click OK twice for it to accept the changes.

Close and Reopen the browser and the proxy should ask for your username and password.