J2SE
CentOS comes with OpenJava JRE installed.
I have just started playing with JDK 7 (JDK stands for Java development kit and is suitable for Java developers, others should just download the JRE).

You have probably heard about the progressive disclosure principle of UI design.
You can either specify it on command line or within program code by setting three system properties as below:
proxyHost=proxy_host_name
proxyPort=proxy_port
proxySet=true
For example if a proxy is running on localhost at port 8080 then we can use:
java -DproxyHost=localhost -DproxyPort=8080 -DproxySet=true YourProgram
The same properties can be set within your Java program by System.getProperties().put(key, value);
That's it folks!