Setting environment variables, especially http_proxy and ftp_proxy

I have installed the universal binary for R-2.2.1 on an Intel Mac that
is behind a firewall.  How do I ensure that the http_proxy environment
variable is set when I start R?  I understand that I must do this
before the first time I use the internal network code.

I tend to work with a private library (Martin: I really do mean
"library", not "package" :-) as the first element in the search path
for packages so it would be helpful if I could learn how to set R_LIBS
as well.