Better support for Proxy with authentification

Problem:
in many companies use authentication for login. but many programs don't work with authentication proxy or need and extensive and manual configuration. an example is the ubuntu installation, you don't have option for put your account and password for download packages.

Solution:
Create an universal proxy layer, this solution able to connect programs with no proxy support. the good option is simule an network. this network in really just
[Program] > [Fake Network] > [Proxy Layer] > [Real Network]