Note: The following information is written for use with the new distribution point for Windows Azure in System Center 2012 Configuration Manager SP1, but should be applicable to configuring  proxy settings for the system account of any computer.
With System Center 2012 Configuration Manager SP1, you can deploy a distribution point for Windows Azure.
When you use a distribution point for Windows Azure, the primary site that manages the distribution point must be able to connect to the Windows Azure Management Portal in the system context of the primary site computer. This connection is necessary to first install the distribution point for Windows Azure, and then to provision content that you deploy to the distribution point. 
Because proxy settings for web browsers are typically configured for the logged on user, and not for the system context, you might need to specifically make this configuration on the computer if your network has proxy configurations which block the site servers access to Windows Azure.
To configure the proxy setting s in the system context, on the site server you can use a tool, such as PSEXEC.EXE, to open a command prompt window that runs in the system context. Then you can use the command prompt window to configure the proxy settings for a web browser for the system context.
The following procedure is provided as an example of how you can use the tool PsExec.exe to set proxy settings for Internet Explorer for the system context. If you use a different web browser, refer to documentation for that browser to change the proxy settings. For a free download of PsExec.exe, and information about this tool, visit PsTools in the Windows Sysinternals web site on TechNet.

To configure Internet Explorer proxy settings for a computers system context:

  1. On the computer where you want to configure proxy settings, run PsExec.exe with the following command line to open a command prompt window in the system context: psexec.exe /s /i cmd.exe
  2. In the new command prompt window, enter the following command and confirm the command prompt window is running under the system context: whoami
  3. In the new command prompt window, navigate to %program files%\Internet Explorer and type iexplore.exe to start Internet Explorer in the system context.
  4. In Internet Explorer, access Internet Options, then select the Connections tab, and then click LAN settings.
  5. In the Local Area Network (LAN) Settings window, configure proxy settings that enable this computer to access the Windows Azure Management Portal, and then click OK.
  6. Click OK to close and apply the new settings, and apply them for the system context for Internet Explorer.
After you complete this configuration, the site server should be able to navigate the proxy configuration to access the Windows Azure Management Port to complete the installation of the distribution point for Windows Azure.