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I am using the Ethernet Shield on top of the Arduino Uno. I want to use this setup to access webpages. But I am unable to access because the ethernet connection is present in a University which requires a proxy server with authentication. I am unsure of what extra code to include so as to get past the proxy which requires authentication. Can anyone help in solving this problem?

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Any semi-reputable authentication mechanism would be performed over HTTPS, which is an encrypted connection - this would require an SSL library to be installed for use along with the normal Ethernet and HTTP libraries, and I don't believe the arduino really has the processing capability to make connections like this feasible. Unfortunately this is one of those cases where a more sophisticated device may be more appropriate.... (like a Beaglebone Black, or a Raspberry Pi.)

It is possible that you could add headers into the HTTP connection packet to either bypass proxy authentication, or include a cookie that has already undergone authentication and is cached by the proxy. How you do this is almost entirely down to how your proxy works. You may also find this doesn't work unless you spoof the MAC address of your device to match that of the machine used to fulfill the authentication.

It is entirely possible to set up a system to share the internet connection (act as a router) between two adapters - so you end up making connection requests to webpages, but the authenticated proxy only sees requests coming from your system (this is kind of how mobile phone tethering works, when you access the internet on a laptop or tablet through your smartphone's internet connection).

If the proxy supports unencrypted authentication, it may be possible to pass through username/password details in plaintext (or Base64 encoded) in Basic access authentication, which is what HTTP (and HTTPS) often uses - but this is unsafe on HTTP and is VERY unsafe when any part of the connection is publicly transmitted - like when using wifi, for example. (Doesn't matter if the wifi is encrypted - as on a university network, everyone who can connect to the wifi can see your wifi traffic (typically).)

If you're going to be using your own personal university login credentials to do this, make sure you always use ethernet to do it, not wifi, and if possible, obtain a second username/password explicitly for connecting this way - you don't want to have to hard-code your own personal username and password into source code that you have to give to anyone.

Here's a few links to get you started:

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