If you are using Debian at work and you need to update/upgrade or even install any debian package through apt and you are behind some MS proxy server (that's my case) you need to install ntlmaps package and export some variables:

function proxy(){
echo -n username:
read -e username
echo -n password:
read -es password
export http_proxy=http://$username:$password@proxyaddress:port/
export ftp_proxy=http://$username:$password@proxyaddress:port/
echo -e \nProxy environment variable set.
}

Don't forget to change: proxyaddress:port. With this everything should work.

Want to know more? There are two references I read: 1, 2.

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