Setting a proxy

I was trying to use parse-seq from clojure.contrib.lazy-xml but got a "java.net.SocketException: Connection reset". I guess it's because of the proxy. Is there a file where I can set the proxy ? If yes, which and how ?

This is really a Java question and is answered thoroughly in the official documentation.

To set the HTTP proxy from within a Clojure program, you could use this:

I see. I was expecting something like a properties file where it could be set, so that I don't need to do it all the time. Like in Maven where I put the proxy setting in settings.xml. Is user.clj the right place ?

If it works for Java, there's a very good chance it'll work for Clojure. Have you tried using settings.xml?