In Gnome, there is a network settings app from what I remember where you can give Network proxy settings (Computer/Desktop Preferences/Network Proxy) that all apps should then use this. You wouldn't I don't think be able to do this by installing squid proxy on your laptop.
You can also do it from the command prompt by:
CODE
export http_proxy=http://username:password@host:port/
replacing the username/password and host with ip address and port to connect to the proxy.