wiki:InstallBehindProxy
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If your here probably you have run into the same problems. You can't run easy_install and get something like this

Searching for turbogears
Reading http://www.turbogears.org/preview/download/index.html
error: Download error: (10060, 'Operation timed out')

Therefore here is the tip, there is a  environment variable:

Linux

export http_proxy="http://your.proxy.com:yourPort"

or if you need proxy authentication:

export http_proxy="http://user:passwd@your.proxy.com:yourPort"

Windows

tested on XP

set HTTP_PROXY=http://your.proxy.com:yourPort

you can also use the "" in windows

Mac

TODO

after that go back to your easy_install command

Proceed as usual

easy_install -f http://www.turbogears.org/preview/download/index.html TurboGears

Work Around

if by some change you can't set the proxy or want to do an offline install download all the eggs and run easy_install with local packages.