thank you for your answer, but maybe I don't explained myself very well.
In order to connect the proxy it asks for a login (lets say usd1 and psw1) and, subsequently an authentication (usd2 and psw2). I'm able to log in with usd1 and psw1 filled in the option blanks you said, but there's no way to authenticate.
I try to explaine better how the LAN seems to work: My PC asks for usr1 and psw1 when I turn it on (they are for windows normal log in), and I'm connected to the LAN (outlook, software floating licenses etc etc).
When I need to browse any website, my browser asks for an authentication with usd2 and psw2, differents from the previous. I can't perform this step in PVD...