If your computer is connected to a local network that’s protected from the Internet by a firewall, you may need to specify proxy servers or use the FTP passive mode (PASV) to access some Internet sites. A proxy server is a computer on a local network that acts as an intermediary between a single computer user and the Internet so that the network can ensure security, administrative control, and caching service.

1. Choose Apple menu > System Preferences, then click Network.
2. Select the network service you use in the list—for example, Ethernet or Wi-Fi.
3. Click Advanced, then click Proxies.
4. If you configure your proxy server settings automatically, select Auto Proxy Discovery to automatically discover proxy servers, or select Automatic Proxy Configuration if you’re using a proxy auto-configuration (PAC) file. If you select Automatic Proxy Configuration, enter the address of the PAC file in the URL field. Check with your network administrator if you need more information.
5. If you configure your proxy settings manually, do the following:

   • Select a proxy server, such as FTP Proxy, then type its address and port number in the fields on the right.

Source: support.apple.com