Groupwise Client 8.0.2

This is not a mail about proxy access to other mailboxes but about the proxy setting on Internet browsers
We are behind a Mcafee proxy gateway with acess to the internet using users authentification login and password.
When we open mails in http format with links to internet URLs we are constantly asked for authentification. If there are 10 links there are 10 logins !!! if there are 20 links then 20 logins. Is there anyway we configure Browser authentification once and for all with GW8
I have the same problem with firefox. All googled searches point me to user proxy setting