HOWTO: 为GitHub for Windows指定代理服务器

If the command line way of configuring your proxy server doesn't work, you can probably just edit .gitconfig (in the root of your profile, which may hide both in C:\Documents and Settings and on some network drive) and add this:

[http]
proxy = http://username:password@proxy.at.your.org:8080

http://stackoverflow.com/questions/783811/getting-git-to-work-with-a-proxy-server