easy_install or pip through proxy

I was having trouble using easy_install and pip on the company netork. Turns out that I needed to configure an HTTP_PROXY environment variable.

HTTP_PROXY=username:password@host:port

Source: http://kaamka.blogspot.co.uk/2009/06/httpproxy-environment-variable.html

I was trying to get around this initially by downloading the source packages, but the setup.py for one of them itself seems to use pip to get another dependency.