If you have problems updating the MSE (Microsoft Security Essentials) anti-virus files due to a proxy server then follow the following steps

  1. Go to, Start> All Programs > Accessories.
  2. Right Click on the “Command Prompt”.
  3. Click on “Run as Administrator”.
  4. On the opened command prompt type “netsh winhttp import proxy ie”.
  5. Open MSE, update it and voila it’s done.

Enjoy the updated antivirus.