In colleges we don't have an open internet connection. They always provide proxy server and we use a proxy and port due to security purpose in that case if you have installed Microsoft Security Essentials Antivirus program then it is bit difficult to update the antivirus. I have made a lots of analysis after that I got succeeded.
Set the proxy address and port in Internet Explorer (ie) Setting by following method :
Go to Setting > Internet Options > Connections >LAN Setting > Use Proxy Server
and fill up the proxy address and port.
After that apply these settings to all accounts by using the Command Prompt : Open cmd with admin rights then use proxycfg -u Command. The -u option copies the current proxy setting.