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.
blog.bjornhouben.com 
Charles
July 13, 2013 at 09:02
I have done all that and still won’t connect.
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Luis
October 21, 2013 at 19:28
Sounds good, however there does not seem to be a place for the “authentication” part – my proxy server asks for a username and password (running SmoothWall) so it seems that this point is still not addressed?
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Bjorn Houben
October 21, 2013 at 23:00
It depends on the proxy solution and configuration from what I can see on the internet:
http://msdn.microsoft.com/en-us/library/windows/apps/bg182887.aspx#five
Have you tried configuring the proxy in Internet Explorer and then use auto detect for the modern (metro) apps ?
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keval
November 13, 2013 at 13:06
how to make proxy auto detect for metro apps ???
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Fabio
May 14, 2014 at 19:00
Currently I´m using TMG 2010 and allowed anonymous access to hosts according http://support.microsoft.com/kb/2778122/en-us. After that I´ve configured WPAD at TMG / DHCP and worked fine!
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Bjorn Houben
May 14, 2014 at 19:22
Thanks for this information. Good to know.
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