If you’re using GitHub for Windows in a corporate, chances are high that you’re behind a big bad Corporate Firewall/Proxy. GitHub for Windows doesn’t yet have the proxy parameters in its GUI for setting Options.
To configure GitHub for Windows to use your corporate proxy, edit the .gitconfig file typically found at C:\Users\<yourusername>\.gitconfig or C:\Documents & Settings\<yourusername>\.gitconfig
Close GitHub for Windows; In .gitconfig, just add
[http]
proxy = http://dumbproxy.yourcompany.com:8080
[https]
proxy = http://dumbproxy.yourcompany.com:8080
And speaking about dumb proxies, take a look at the category this proxy spews out as the reason for filtering it out 
November 28, 2012 at 7:58 am
Thanks for helping out
January 15, 2013 at 8:32 am
Hi,
Thanks, this helped me much. Why don’t they include this in the config screen?
January 31, 2013 at 4:58 am
Hey, thanks a lot! Took me sometime to figure this out.
March 3, 2013 at 11:05 pm
Beautiful! Thanks mate.
March 8, 2013 at 5:53 pm
That did the trick. Thanks!
April 22, 2013 at 5:29 am
Thanks for the nice post, I agree that GITHub should give some sort of UI to configure the proxy.
Anyways thanks a lot.
April 25, 2013 at 3:27 pm
Many thanks. Helped me a lot.
May 13, 2013 at 7:21 am
Thanks for tip.
May 17, 2013 at 3:19 am
thanks alot ,it is very useful
May 21, 2013 at 6:15 pm
great info. i need more details, what if i have to include my username and password? how it going to look like?
May 22, 2013 at 7:42 am
You might have to use
proxy = http://user:password@dumbproxy.yourcompany.com:8080