Open a terminal CTRL+ALT+T and enter
You are now logged in as root so have the permissions required to save the files. Keep the terminal open. Type:
In the window that opens add the following lines modifying as appropriate to the file.
By which I mean your proxy is probably not called
myproxy.server.com:8080 use the proxy settings from your windows machine.
Save and close gedit.
Internet should now be working (next time you reboot) but you won't get any updates to fix this in the terminal you opened before type
A new window will open add the following lines modifying as appropriate
Save then close the terminal and reboot. All should now work as expected.