Setting the proxy in a configuration file

Hello All, Is there a configuration file where you can set http.proxyHost and http.proxyPort for a jsp web app (maybe web.xml)? I'm using tomcat 4.1. The web app in question is behind a firewall and needs to go through a proxy server to pull information from the internet. I'm looking for a way that doesn't involve setting the proxy parameters within the code of the web app. I've also read that you can set environment variables with "CATALINA_OPTS = -DproxySet=true -DproxyHost='proxy host' -DproxyPort=8080", will this work for my situation and in what file would I add this line?

I may be wrong but I think that the "Use System Proxy Settings" makes sense only on Linux and generally speaking "other OSes". As far as I know there is no generic proxy settings in Windows operating system.
The one I know is in the registry part of Internet Explorer.
So in my understanding in Windows, Use System Proxy Settings = No Proxy

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