I was at a client yesterday setting up vmware server on Fedora 8 and on Ubuntu 7.10. Both machines were behind a proxy, so no direct connection to port 80.
Yum on Fedora just hangs if you type yum update. Whereas aptitude update informs you that it cannot connect to servers.
Someone said to set $HTTP_PROXY, and that worked on the Fedora, but not Ubuntu. So i googled and saw $http_proxy which is the correct variable on Ubuntu...and only then i remembered that i just read this solution last week.