Windows 7: Problems with web based installations!!!

Hello!



I just tried to install windows live essentials on my computer using the web based installer but it failed. Then I tried to install oDesk Team App and it also failed. It was also a web based installer. I live in university hostels. Here we use a proxy server to connect to the Internet in Internet Explorer and Mozilla Firefox. Could it be problem caused by this proxy server? If yes then is there a way to configure windows to use this proxy server for all programs who try to connect to the Internet??

I have changed settings in Control Panel --> Network and Internet --> Internet Options --> Connections --> LAN Settings to match with the settings in firefox and internet explorer but it has not given me any advantage. Also, I am able to browse internet in Firefox successfully but in Internet Explorer (version 9), most (probably all) web pages appear broken with images missing in them. And they remain such no matter how many times I refresh the page.
I have attached some screen shots for reference as well..

Please give me some advice! I am very disturbed...

Thank You!!!!!!!!!!