A quick note on how to do this, as I had a few issues.
Leiningen comes as a unix shell or windows batch script with some functionality embedded in it to download and install dependencies. Actually, this is just a single uber-jar these guys have created containing clojure. Download the script from:
Put it somewhere sensible. Add the folder containing it to your windows PATH.
Create LEIN_JAR as an environment variable and set it to a local foldername, somewhere where you will put this jar.
Now both the shell and batch scripts use wget, the unix command for HTTP requests. So I installed cygwin to support this. This is where the proxy provides a few problems. Cygwin needs to know about it.
You need your proxy hostname and port number.
Create two files in your cygwin home folder, under the cygwin install, e.g. C:\apps\cygwin\home\<username>
export HTTP_CLIENT="wget --no-check-certificate -O" # proxy=http://<host>:<port>/ export http_proxy=$proxy export https_proxy=$proxy export HTTP_PROXY=$proxy export HTTPS_PROXY=$proxy
http_proxy=http://<host>:<port>/ https_proxy=http://<host>:<port>/ HTTP_PROXY=http://<host>:<port>/ HTTPS_PROXY=http://<host>:<port>/
Now start a cygwin shell (i.e. ‘bash’ from a commandline will do) and do lein self-install and all should be well.