I have tried this

http://antoniusvito.wordpress.com/2009/03/05/apt-get-behind-proxy-on-ubuntu/

and

http://www.ubuntugeek.com/how-to-configure-ubuntu-desktop-to-use-your-proxy-server.html.

But there is no success yet. I can neither update the installation, nor install the restricted codecs/extras or new applications. :(

I am on a HP Probook 4321s and running this Ubuntu 11.04 (64-bits) alongside another Windows 7 Professional installation (32-bit) installation.