Proxy Authentication through Programs

#1
When I'm at school, we have to connect using a proxy (proxy.det.nsw.edu.au) with the port 8080.
Then, when we access the internet, it pops up asking us to enter our username and password.
So, I want to play League of Legends at school on my laptop, but I can't even open it because it says it cannot connect.
So I need a way to use this Proxy Authentication with programs (in this case LoL).

Thanks heaps :)
 


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