Use a system wide proxy

[kash]

Hello I am inside a LAN network which uses a squid proxy as a gateway to the internet.
I can run Iceweasel with the proxy (address: 192.168.10.1 port:3128) because it has manual proxy settings.
I want to know how to set up my entire system to use the proxy to connect to the internet.
There was such an option available on BackTrack and I also changed the proxy in Applications->System Tools->Preferences->System Settings->Network->Network Proxy. I also set the environment variables all_proxy, ALL_PROXY, http_proxy, HTTP_PROXY, ftp_proxy, FTP_PROXY, https_proxy, HTTPS_PROXY to http://192.168.10.1:3128 but still without success. I cant even ping www.google.com
I can ping my gateway and the proxy server(192.168.10.1)
I also set up proxychains in strict mode to use 192.168.10.1:3128 and still cant ping or nmap
Xchat also doesnt work with manual proxy settings
Is there anything I'm doing wrong or can someone please help me?

[kalimm]

create apt.conf file at etc/apt/
and then
write out it at apt.conf file
Acquire::http::Proxy "http://username:proxy@IP:port";

ok?

[pauloferreira]

I have a slightly different problem.
I have a corporate script .PAC and its content shows me an HTTP proxy on 8080.
After setting up the Automatic proxy on System Settings > Network I can browse the web using my credentials asked by Iceweasel
However bash isn't working. After some research I could find the export command (export http_proxy=http://user: pass@server: port).
Unfortunately it would store a plain version of my corporate password, what isn't acceptable.
Setting up just the server also doesn't work. It don't ask me for credentials as I thought it could do.
Any suggestions? Thx.