Access Internet Using a Proxy

Issue Summary

We have a corporate intranet set and are connected to the internet with a proxy server. Checking for updates fails due to this. Can anyone provide information about how fix this (probably in common.inc) for drupal 6.2. There is another bug report about this issue but there is a lot of information from 4.7 up to 7.x-dev. I should have exact information about fixing drupal 6.2.

For the future I hope there will be a configuration interface for the proxy settings.