To get your Microsoft Security Essentials updated through proxy connection, follow below instructions. 1) check if you have configured proxy setting in IE , if not please do it first. 2) Now go Command Prompt as administrator. and run below commands: For XP Version: C:\Windows\system32>proxycfg -u For Win7/Win8 : C:\Windows\system32>netsh winhttp import proxy ie after typing command press enter: your proxy setting copied to Microsoft Security Essentials, enjoy it.