[Distutils] Proxy server with easy_install (Python noob)

[James Mansion]

Bit of a Python noob I'm afraid.

I'd like to install Sphinx with easy_install, but its timing out.

I'm running XP sp3.

This is the usual symptom of trying to use software that hasn't noticed 
that it needs to use a proxy server to get out of my network.

Searches seem to come up with implementations of a proxy server in Pythn 
(and installation thereof) rather than a way to tell easy_install or 
installutils etc where my squid server is.

Can anyone help?

Thanks in advance
James