The following is straight out of the ActiveState documentation:
Set Environment Vars
Up to three environment variables need to be set.
Under Windows 2000

1. Right click on "My Computer"
2. click on "Properties" and select the "Advanced" tab.
3. Click the button marked "Environment Variables"
4. Make the following changes in the "System Variables" window
1. With the "New" button, add the setting HTTP_proxy, with your proxy name as the value (you must include "http://"), followed by a colon and the proxy port, if applicable; e.g., "http://proxy:8080"
2. If you require a user name and/or password to access your proxy, use the "New" button to add the settings HTTP_proxy_user and HTTP_proxy_pass, with your user name and password as the respective values.

TStanley
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