This question already has an answer here:
I have a wired connection over a proxy server, and I'd like to share it over wireless to my other laptop. Is there some software or something that allows me to do this? I am using ubuntu 12.04 on the machine with wired Internet connection and windows 7 on other.
(It is diffferent from previously asked question as that is for home network not behind proxy server and my question is about the network behind proxy)