With Windows 8 one of the major issues especially when used in an enterprise was that the Windows Store and Windows Store apps wouldn’t work when you were behind an authenticated proxy unless you specifically allowed URLs to pass through the proxy unauthenticated.
I even created a blog post about this before and since it gets many views I believe it is an issue a lot of people are having.
As such I’m happy to inform you that with Windows 8.1 Preview you can configure your authenticated proxy to be used for Windows Store apps. Press Windows key + W and type “Change proxy settings”.
The settings from Internet Explorer are also automatically used, so existing configurations set using a GPO work as well.