How to make apt-get work with proxy?

Question

I am using Ubuntu 12.04. When I run the command:

sudo apt-get update

I get the error message as:

403 forbidden access

I have tried the solution I found here in one of the questions, editing /etc/apt/apt.conf:

Acquire::http::proxy "http://mywindomain\username:password@proxy:8080/";

but with no luck.

How do I solve this?