I would like to set the Windows global proxy settings as described in the Knowledge Base article: KB289481. Because Windows Update does not work since the proxy settings are not set (see KB900935).
However, the tool Proxycfg only allows to set automatic NTLM credential pass-through by excluding location of the proxy address.
Who knows how to force the proxy authentication credentials to username/password (Basic Authentication), since the NTLM credentials are incorrect.