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internet proxy settings (win)

Thanks Liviu, I am trying out what is proposed in the mentioned thread.

I start R by
"C:\Program Files\R\R-2.6.2\bin\Rgui.exe"
http_proxy="http://proxy.haifis.org:8080"

Then I do the following (selecting "Austria" as mirror)
--- Please select a CRAN mirror for use in this session ---
Fehler in gzfile(file, "r") : kann Verbindung nicht ?ffnen
Zus?tzlich: Warning message:
In gzfile(file, "r") :
  cannot open compressed file
'C:\DOCUME~1\n301545\LOCALS~1\Temp\RtmpnsKQdi\file678418be', probable
reason 'No such file or directory'
Fehler in gzfile(file, "r") : kann Verbindung nicht ?ffnen
Zus?tzlich: Warning message:
In gzfile(file, "r") :
  cannot open compressed file
'C:\DOCUME~1\n301545\LOCALS~1\Temp\RtmpnsKQdi\file3d6c4ae1', probable
reason 'No such file or directory'
Fehler: Indizierung au?erhalb der Grenzen
Zus?tzlich: Warning messages:
1: In read.dcf(file = tmpf) : Line starting '<html> ...' is malformed!
2: In read.dcf(file = tmpf) : Line starting '   <head> ...' is malformed!
3: In read.dcf(file = tmpf) : Line starting '</html> ...' is malformed!
Fehler in gzfile(file, "r") : kann Verbindung nicht ?ffnen
Zus?tzlich: Warning message:
In gzfile(file, "r") :
  cannot open compressed file
'C:\DOCUME~1\n301545\LOCALS~1\Temp\RtmpnsKQdi\file5f906952', probable
reason 'No such file or directory'

Obviously the update.packages does have access to internet, but has
problems with the html tag. Who can help?

Thomas