How do i use internet proxy server for my azure java SDK calls ?

I am using Azure Java SDK (version 0.7.0) for doing virtualmachine operations, unfortunately from my desktop computer there is no direct internet access so all my request has to go via a internet proxy server in my organization.

i am aware that keying in the proxy details with the below lines will help me.

System.setProperty("http.proxyHost","myProxyServer.com");System.setProperty("http.proxyPort","80");

but i want to check if there is any way only for my HttpRequest from azure SDK go's via the internet proxy server, so kindly please help me find if there is anyway i can key in the internet proxy host and port details in Azure SDK java object so that only that request go's via internet proxy.