When installing from a CD image How to Gain Internet Access using a router and What is to Enter as Proxy information?

[Varuna Seneviratna]

I am trying to install from a CD image of 180MB, On the way I am asked to
select a Mirror and also a proxy, I am Using a router to connect to the
Internet. I  selected a mirror and left the proxy information blank.The
Installation process displays a message that says unable to gain Internet
connection and that only a basic Debian System can be installed.How will I
be able to gain Internet connection.What is the proxy information that I
should Enter

Varuna