Connecting through firewall

[debian-lists <debian@minerva.penguinpowered.com>]

I work at EDS. Here, we have an https firewall that requires a
login/password in order to open a connection to the internet. I want to
set up a Debian box on our intranet that will be able to use console apps
to access the internet (such as lynx, apt-get, lftp, etc...). Is there a
way that I can make this a reality? I CAN get netscape to connect through
the network on another unix box. I haven't tried getting a unix box to
automatically query for a login/password when trying to access data
outside the company intranet.
Any information you can point me towards would be GREATLY appreciated.
Thank you.
-Jeff Archambeau