Difficult connection problems

[Atropos]

Hey folks,
I just moved and cant access the internet with anything else than internet explorer/mozilla. My internet connection is over a university network "forced proxy". I had to tell Internet Explorer to connect over it, otherwise it wouldnt work. Moreoever I have to provide a username/password everytime I access the internet. I dont see any options in Party/Pokerstars software to specify it to connect over a proxy. And I dont get the internet password popup box when I open either of these progams. Since I dont know much about computers and cant articulate really what I mean, here are some relevant screenshots:

Connection Settings

Proxy Settings

Password Popup