Save network access code in Windows XP

I was quite confused these days, we need to authentificate through a
proxy server to access Internet, however, in Internet Explored it
seemed to me there was no proxy at all while I have to confirm my user
name and password every time I start to use Firefox. The same problem
happens with Outlook 2003, every time I need to type my password
(though it does memorize the user name).

Because of another issue, I decided to clear certain items in saved
network access of my current user account in Control Panel, in no
second I realized why. For the proxy server, there is already user
name and password provided. While for the Exchange server, the
password is invalid, I changed the password to my current one and
Outlook works like a snap.