To configure your proxy settings in MATLAB:
1) Launch MATLAB
2) Select the "Home" tab
3) Select "Preferences"
4) Select "Web"
5) Check the box labeled "Use a proxy server to connect to the Internet"
6) Fill in your proxy information
7) If authentication is necessary, check the box labeled "Use a proxy with authentication" and fill in the appropriate information
8) Use the "Test connection" button to verify that the information entered was correct
NOTE: Only R2008b and newer has the ability to test the proxy connection and enter authentication information.