To configure wordpress to use your proxy add the following settings to the wp-config.php file (add the appropriate values between the quotes):

define('WP_PROXY_HOST', '');
define('WP_PROXY_PORT', '');
define('WP_PROXY_USERNAME', '');
define('WP_PROXY_PASSWORD', '');
define('WP_PROXY_BYPASS_HOSTS', 'localhost, www.example.com');