Getting proxy user name and password to display when Windows Vista/7/8/2008/2012 Update runs.

When you are behind a proxy that needs user name and password that you are not logged into.
To get windows to show you what proxy it has:
netsh winhttp show proxy

If the response is
Direct access (no proxy server).

Then you have no proxies registered.
How to import the Internet Explorer settings for proxy and set it down in the winhttp settings:
Run the Command Prompt as Administrator

netsh
winhttp
import proxy source=ie

How to add a proxy manually:
netsh winhttp set proxy {proxyservername}:{portnumber}

How to wipe the proxy settings:
netsh winhttp reset proxy