Run Netsh Commands for WINHTTP to set proxy?
http://technet.microsoft.com/en-us/library/cc731131(WS.10).aspx

1. client Start. In the search box, type
   Command, and then right-click on Command
   Prompt -> Run as Administrator
2. in the Command prompt,
3. type netsh winhttp set proxy myproxy (where
   myproxy should be your proxy server) and
   Enter OR type netsh winhttp import proxy source=ie and Enter
   (if you can browser Internet using IE without issue)
4. click Start. In the search box, type
   Services, and then click Services
   
5. find “Windows Live ID Sign-in Assistant” service
   and make sure it is running
6. if not, make sure its “Startup Type” is set to “Automatic”, and start the
   service manually by right-click -> “Start“
7. find “WinHTTP Web Proxy Auto-Discovery Service“
8. right click on it -> All Tasks -> Restart
9. run Mesh