thanks for your help. How exactly would I do that? I am pretty clueless about routers and stuff. I own a Belkin F5D7231-4 router. Basically my set up is this
ethernet cable comes out of the wall - into my router - computer picks up the router's signal. The proxy is set by the university. I had to put in an automatic configuration script into my LAN settings on Internet explorer to make it work.
All help is much appreciated :-)