If you are using Debian behind a proxy (e.g. Squid), you just have to declare the following environment variables to use it:
export HTTP_PROXY=[IP]:[PORT] export HTTPS_PROXY=[IP]:[PORT] export FTP_PROXY=[IP]:[PORT]
Change [IP] and [PORT] accordingly.
In order to stay persistent, you could add the above commands to ~/.profile or /etc/bash.bashrc for example.