Thank you very much for your question. Could you please tell us where do you want to use prxoy server with authentication? If you are trying to use such proxy in browser then you have no option to set user name and password as single line. You have option to enter only IP and PORT.

The user name or passowrd for that proxy could be saved only with help of help browser's password manager. All top browsers: Internet Explorer, Firefox, Opera, Safari or Google Chrome have option to save entered passwords. In that case you just need to enter password of proxy server once, after that browser will offer you to save it in program. Be aware that saved passwords could be easily stolen by any malware program

If you have any other question feel free to ask.