If you are using an automatic configuration script for your internet setting, most probably, Python will not be able to connect to internet. This is troublesome if you want to install some packages which has dependencies which need to be fetched from the net. You need to change your internet options setting to use the proxy address directly.

Below is how to do that:

• Go to Control Panel
• Open Internet Options
• Open Connection Tab
• Click on LAN Settings button
• Check the Use a proxy server for your LAN…
• Enter the proxy IP Address and its port. If you do not know where it is, ask your network administrator or just open the configuration script to find out where is the IP you need to use.
• Press OK until all the setting windows are closed.

Below is the screen shot of the internet options screen.

Windows XP Professional Internet Options Screen