APT-GET 

In case if your access is going through proxy server you need to provide the credentials to APT.

Just create an apt.conf file in /etc/apt/ and add there the following entry :

Acquire::http::Proxy “http://proxyadd:port”;

In case if authentication is needed :

Acquire::http::Proxy “http://username:password@proxyadd:port”;

YUM 

/etc/yum.conf

proxy=http://proxyadd:port
proxy_username=user
proxy_password=passwd