'apt-get' does not work with Proxy

For the command

sudo apt-get update

I get following error:

W: Failed to fetch http://ch.archive.ubuntu.com/ubuntu/dists/maverick-updates/multiverse/binary-i386/Packages.gz  
407  Proxy Authentication Required (The ISA Server requires authorization to fulfill the request. Access to the Web Proxy filter is denied. )

I am running Ubuntu 10.10 installed on Windows XP using VirtualBox. For Internet connections I am using proxy server with an authentication. I tried to use gnome-network-proxy tool to set proxy settings system-wide.

After that /etc/environment has been updated by http_proxy variable with the format http://my_proxy:port/, there were no authentication data.

I checked this with Firefox. Browser asked my for login and password and everything was working fine. It was unfortunately not the case for apt-get. I have also tried to do as described here. Unfortunately it does not work.

May it be somehow related to the fact that a proxy is in a Windows domain, any ideas?

My proxy name is http-proxy. Is '-' a special character here?

For my corporate network I was given by my administrator the proxy name in the format:

http://[username]:[password]@[proxy-webaddress]:[port]

For our Windows network our username is in the format:

[domain]\[username]

For example:

http://mywindowsdomain\fossfreedom:password@askubuntu-proxy.com:8080

This was added to the following NEW file (it doesnt exist by default):

gksudo gedit /etc/apt/apt.conf.d/01proxy

The following text was added:

Acquire::http::Proxy "http://mywindowsdomain\fossfreedom:password@askubuntu-proxy.com:8080";

If you are using an anonymous proxy then you don't need your login credentials:

Acquire::http::Proxy "http://askubuntu-proxy.com:8080";

Save the file and then checked that all was ok with:

sudo apt-get update