WordPress 2.8
With the new version it is much easier, because no more intrusion into the core files is necessary and the possibility to define the values in the configuration file wp-config.php.
define('WP_PROXY_HOST', '192.168.84.101'); define('WP_PROXY_PORT', '8080'); define('WP_PROXY_USERNAME', 'my_user_name'); define('WP_PROXY_PASSWORD', 'my_password'); define('WP_PROXY_BYPASS_HOSTS', 'localhost, www.example.com');