|I haven't got neither such router nor it's manual.|
It should be described in the manual of the router.
What do you mean by "The proxy server belongs to my school. It's an URL"
URL, in what form?
How exactly do you have to authenticate to the schools network?
(Don't write the exact URL, but an example).
The original poster should always write the last response !!!
Let us know, if the problem is solved !!!