Private proxy for Local Computer Help

I bought one Private Proxy for my local computer use.
I set it to Internet setting option, Under LAN setting.

Web browsers ask username and password for my private proxy

But lot of software don't ask username and passwords, and show error msg as access denied

I want set proxy with username and password one time for all computer software.

Please give me any way or software can do this

http://www.proxifier.com