Configuring Proxy Server
To set a proxy server, edit the web.config file located at the following path: C:\Windows\web\RDWeb
Insert the following in the section <system.web>...</system.web>:
<system.net>
<defaultProxy>
<proxy proxyaddress="http://myproxyaddress:port" />
</defaultProxy>
</system.net>
Where http://myproxyaddress:port is the address and port of the proxy.