Proxy Authentication Required

What causes this issue?

This code is similar to 401 (Unauthorized), but indicates that the
client must first authenticate itself with the proxy. The proxy MUST
return a Proxy-Authenticate header field (section 14.33) containing a
challenge applicable to the proxy for the requested resource. The client
MAY repeat the request with a suitable Proxy-Authorization header field
(section 14.34). HTTP access authentication is explained in "HTTP
Authentication: Basic and Digest Access Authentication".

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.