How to connect Windows programs through a authenticated proxy network.

When I open browser, a message box asks for username and password, to connect to internet. Even Windows update asks proxy login through message box. But I couldn't get my pc programs to connect to internet. I have entered authentication information in utorrent and dap. so they work like charm.
But programs like bluestacks, antivirus cant connect to internet.
please help me. Is there any helper application or any settings need to be changed?

The Attached Image consists of details as far i know... This is how i connect to internet.

This is My Bittorent connection settings...


How to connect Bluestacks, Antivirus Update, Sidebar Gadgets to internet through this type of connection.

I am not struggling to connect to my browser. If I open Chrome and type a website, it asks for username and password. Then I open Torch and type a website it asks for username and password. In windows update it asks for username and password. In Bittorent , i doesnt work even after i enter login details in browser. It needs username and password always entered in connection settings.(see image).
So this means every individual program has to login itself seperately to access internet. I can easily login through , if we are using browser or download manager, by entering login details in each when started. But programs like bluestacks , games, antivirus doesnt provide login message box, so that i could connect them to internet by entering login details.
So I am asking, if there is any way to connect the programs(which doesnt have provision to enter login details) to use internet.

Imrankhan said:

...If I open Chrome and type a website, it asks for username and password....

What happens if you open Internet Explorer and type a website? IE should be able to pass the credentials to the OS which in turn passes them to apps that request them. Some apps/games won't request them and won't work via a proxy.

Nothing happens. I entered logon details Internet Explorer 10. For testing I went to Adobe Reader and chose check for updates. It said connection error.

For linuxmint, I use dconf editor app. I enter all proxy details in it. then i could connect to internet easily.

In post #3, under LAN settings, uncheck "Automatically detect settings".